A simple bootstrap bandwidth selector for local polynomial fitting

DOI10.1080/00949650802352019MaRDI QIDQ3653261zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

bootstrapbandwidth selectionlocal polynomial fittingdouble smoothingRice criteriondata-driven variance estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

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(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

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