Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2

DOI10.1002/BIMJ.4710260606zbMATH Open0581.62072OpenAlexW2166328794MaRDI QIDQ3703142FDOQ3703142

Authors: Siegfried Schmerling, J.Peil 

Publication date: 1984

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.4710260606

Recommendations

• Optimal bandwidth selection in nonparametric regression function estimation
• scientific article; zbMATH DE number 3969896
• Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth
• Cross-validatory bandwidth selections for regression estimation based on dependent data
• Bandwidth choice for nonparametric regression

zbMATH Keywords

cross-validationnon-stationary time seriesquadratic lossmodified maximum likelihoodempirical regressionmixture of density functionsoptimal estimation of band- width

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (1)

• Optimal Bandwidth Choice for the Regression Discontinuity Estimator

This page was built for publication: Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3703142)