Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression

DOI10.1093/biomet/72.2.481zbMath0571.62034OpenAlexW2005021531MaRDI QIDQ3687515

James Stephen Marron, Wolfgang Karl Härdle

Publication date: 1985

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/72.2.481

zbMATH Keywords

model selectioncross-validationkernel estimatorAICAkaike's information criterionbandwidth selection problemasymptotic nonequivalencefinite prediction error

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02)

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