A Flexible and Fast Method for Automatic Smoothing
From MaRDI portal
Publication:3359589
DOI10.2307/2290393zbMath0733.62047MaRDI QIDQ3359589
Alois Kneip, Theo Gasser, Walter Köhler
Publication date: 1991
Full work available at URL: https://doi.org/10.2307/2290393
iterative procedure; kernel estimators; cross-validation; plug-in estimator; residual variance; nonparametric regression estimators; data-driven bandwidth selection; asymptotically optimal bandwidth; large-sample analysis
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
65C99: Probabilistic methods, stochastic differential equations
Related Items
Weighted nonparametric regression, TESTING EQUALITY OF VARIANCES FOR PAIRED TIME SERIES, A simple root n bandwidth selector for nonparametric regression, Binned modified cross–validation with dependent errors, Order Choice in Nonlinear Autoregressive Models, Optimal bandwidth choice for density-weighted averages, Asymptotic distribution of bandwidth selectors in kernel regression estimation, Comparison of bandwidth selectors in nonparametric regression under dependence, Curve estimation when the design density is low, Choice of regressors in nonparametric estimation, Robust plug-in bandwidth estimators in nonparametric regression, Methodology for nonparametric regression from independent sources, Recent approaches to estimating Engel curves, Bandwidth selection for kernel distribution function estimation, Bandwidth selection: Classical or plug-in?, Synchronizing sample curves nonparametrically, Bandwidth selection for local linear regression
