Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth

DOI10.1080/02331888708801986MaRDI QIDQ3759718zbMATH OpenOpenAlexFDO

Authors Gabrielle Kelly, Wolfgang K. Härdle

Publication date 1987

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888708801986

zbMATH Keywords

optimal bandwidthhigher momentskernel regression estimatorschoice of smoothing parameterautomatic smoothingestimation of regression surfaces

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A new look at the statistical model identification
• An asymptotically optimal window selection rule for kernel density estimates
• Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function
• Bandwidth choice for nonparametric regression
• Optimal bandwidth selection in nonparametric regression function estimation
• Optimal global rates of convergence for nonparametric regression
• Probabilities of maximal deviations for nonparametric regression function estimates
• Probability Inequalities for Sums of Bounded Random Variables
• Statistical predictor identification

Cited in

(14)

• On the Choice of the Bandwidth in Kernel Nonparametric Regression
• Understanding past ocean circulations: a nonparametric regression case study
• On bandwidth parameter choices for discrete nonparametric kernel estimator
• Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2
• Kernel selection in nonparametric regression
• Estimation of the bandwidth parameter in Nadaraya-Watson kernel non-parametric regression based on universal threshold level
• The Selection of Window Widths in Kernel Nonparametric Regression
• Bandwidth choice for nonparametric classification
• Editorial to the special issue on applicable semiparametrics of computational statistics
• scientific article; zbMATH DE number 5119186 (Why is no real title available?)
• Optimal bandwidth selection in nonparametric regression function estimation
• Order Choice in Nonlinear Autoregressive Models
• Semiparametric estimates and tests of base-independent equivalence scales
• Growth curves: A two-stage nonparametric approach

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