How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
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Publication:3787299
DOI10.2307/2288922zbMath0644.62048MaRDI QIDQ3787299
Hall, Peter, Wolfgang Karl Härdle, James Stephen Marron
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 rate; central limit theorem; optimal bandwidth; smoothing parameter selection; kernel regression estimation; nonparametric curve estimators; mean average squared error; automatically selected bandwidths; differences asymptotic distribution; minimizer of the average squared error
62G05: Nonparametric estimation
65C05: Monte Carlo methods
65C99: Probabilistic methods, stochastic differential equations
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