A simple bootstrap bandwidth selector for local polynomial fitting
DOI10.1080/00949650802352019zbMATH Open1178.62036OpenAlexW1988798446MaRDI QIDQ3653261FDOQ3653261
Authors: Yuanhua Feng, Siegfried Heiler
Publication date: 22 December 2009
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650802352019
Recommendations
- A simple and effective bandwidth selector for local polynomial quasi-likelihood regression
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
- On Variable Bandwidth Selection in Local Polynomial Regression
- Bandwidth Selection in Local Polynomial Regression Using Eigenvalues
- scientific article; zbMATH DE number 739534
- scientific article; zbMATH DE number 854954
bootstrapbandwidth selectionlocal polynomial fittingdouble smoothingRice criteriondata-driven variance estimation
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
Cited In (5)
- Modifying the double smoothing bandwidth selector in nonparametric regression
- Nonparametric curve estimation and bootstrap bandwidth selection
- An iterative plug-in algorithm for decomposing seasonal time series using the Berlin method
- Data-driven local polynomial for the trend and its derivatives in economic time series
- Bootstrap bandwidth selection method for local linear estimator in exponential family models
This page was built for publication: A simple bootstrap bandwidth selector for local polynomial fitting
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3653261)