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

DOI10.1002/BIMJ.4710260606MaRDI QIDQ3703142zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(1)

• Optimal Bandwidth Choice for the Regression Discontinuity Estimator

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