THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS

DOI10.1017/S0266466605050504MaRDI QIDQ3375349zbMATH OpenFDO

Authors Qi Li, Jianxin Zhou

Publication date 8 March 2006

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466605050504

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cites work

• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Nonparametric estimation of distributions with categorical and continuous data
• Optimal bandwidth selection in nonparametric regression function estimation

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(12)

• Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
• A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
• Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
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• Nonparametric regression with weakly dependent data: the discrete and continuous regressor case
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• A multivariate non-parametric kernel estimator for global sensitivity analysis
• Multivariate local polynomial kernel estimators: leading bias and asymptotic distribution
• Optimal choice of the smoothing parameter of conditional \(U\)-statistics
• Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data

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