Bandwidth choice and confidence intervals for derivatives of noisy data
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Publication:3765038
DOI10.1093/biomet/74.4.743zbMath0628.62034OpenAlexW2155393745MaRDI QIDQ3765038
Ulrich Stadtmüller, Thomas Schmitt, Hans-Georg Müller
Publication date: 1987
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/74.4.743
kernel estimatorscross-validationregression functiondifference quotientautomatic bandwidth selectionfinite sample behaviourMonte-Carlo studyfactor methodasymptotic local confidence intervalsautomatic estimation of derivatives
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