How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
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Publication:3787299
DOI10.2307/2288922zbMath0644.62048OpenAlexW4245385762MaRDI QIDQ3787299
Hall, Peter, James Stephen Marron, Wolfgang Karl Härdle
Publication date: 1988
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2288922
convergence ratecentral limit theoremoptimal bandwidthsmoothing parameter selectionkernel regression estimationnonparametric curve estimatorsmean average squared errorautomatically selected bandwidthsdifferences asymptotic distributionminimizer of the average squared error
Nonparametric estimation (62G05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)
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