Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth

DOI10.1080/02331888708801986zbMATH Open0622.62043OpenAlexW2020666770MaRDI QIDQ3759718FDOQ3759718

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

Recommendations

• scientific article; zbMATH DE number 3969896
• Optimal bandwidth selection in nonparametric regression function estimation
• On the Choice of the Bandwidth in Kernel Nonparametric Regression
• Bandwidth choice for nonparametric regression
• Variable bandwidth kernel estimators of regression curves

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)

Cites Work

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

Cited In (14)

• On the Choice of the Bandwidth in Kernel Nonparametric Regression
• Order Choice in Nonlinear Autoregressive Models
• Estimation of the bandwidth parameter in Nadaraya-Watson kernel non-parametric regression based on universal threshold level
• Title not available (Why is that?)
• On bandwidth parameter choices for discrete nonparametric kernel estimator
• Bandwidth choice for nonparametric classification
• Optimal bandwidth selection in nonparametric regression function estimation
• Editorial to the special issue on applicable semiparametrics of computational statistics
• Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2
• Understanding past ocean circulations: a nonparametric regression case study
• The Selection of Window Widths in Kernel Nonparametric Regression
• Semiparametric estimates and tests of base-independent equivalence scales
• Kernel selection in nonparametric regression
• Growth curves: A two-stage nonparametric approach

This page was built for publication: Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3759718)