How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
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Publication:3787299
DOI10.2307/2288922zbMATH Open0644.62048OpenAlexW4245385762MaRDI QIDQ3787299FDOQ3787299
Authors: Wolfgang K. Härdle, J. S. Marron, Peter Hall 
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
Recommendations
central limit theoremsmoothing parameter selectionmean average squared errorconvergence rateoptimal bandwidthkernel regression estimationnonparametric curve estimatorsautomatically selected bandwidthsdifferences asymptotic distributionminimizer of the average squared error
Nonparametric estimation (62G05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)
Cited In (only showing first 100 items - show all)
- On completely data-driven bandwidth selection for single-index models
- Bandwidth selection for kernel estimate with correlated noise
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- Central limit theorems for nonparametric estimators with real-time random variables
- A nonlinear gaussian filter applied to images with discontinuities
- Smoothed cross-validation
- Local adaptive smoothing in kernel regression estimation
- Modifying the double smoothing bandwidth selector in nonparametric regression
- Nonparametric regression with correlated errors.
- On the estimation of prediction errors in linear regression models
- Normal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression model
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
- Asymptotic distribution of bandwidth selectors in kernel regression estimation
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion
- Consistency of cross validation for comparing regression procedures
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
- Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data
- Minimum negative exponential disparity estimation in parametric models
- Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression
- Cross validation for locally stationary processes
- Nonparametric estimation of a regression function with dependent observations
- Comparison of bandwidth selectors in nonparametric regression under dependence
- On residual sums of squares in non-parametric autoregression
- Bandwidth selection for smooth backfitting in additive models
- New approaches to model-free dimension reduction for bivariate regression
- A plug-in technique in nonparametric regression with dependence
- Robustness of one-sided cross-validation to autocorrelation
- Editorial to the special issue on applicable semiparametrics of computational statistics
- Effect of dependence on stochastic measures of accuracy of density estimators
- On bandwidth choice for density estimation with dependent data
- Nonparametric regression penalizing deviations from additivity
- A short note on optimal bandwidth selection for kernel estimators
- The iteratively reweighted estimating equation in minimum distance problems
- Lower bounds for bandwidth selection in density estimation
- Fitting a bivariate additive model by local polynomial regression
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- Robust plug-in bandwidth estimators in nonparametric regression
- Optimal bandwidth choice for density-weighted averages
- Varying Coefficient Regression Models: A Review and New Developments
- Estimation of a regression spline sample selection model
- Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples
- Correction to: On the linear combination of normal and Laplace random variables
- From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression
- Model robust regression: combining parametric, nonparametric, and semiparametric methods
- Nonparametric Knn estimation with monotone constraints
- Global adaptive smoothing regression
- A cautionary note about crossvalidatory choice
- The negative correlations between data-determined bandwidths and the optimal bandwidth
- Nonparametric models and their estimation
- Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns
- Nonparametric estimation of regression functions with both categorical and continuous data
- Nonparametric localized bandwidth selection for kernel density estimation
- Robustness by reweighting for kernel estimators: an overview
- Cross-validation in nonparametric regression with outliers
- Using bimodal kernel for inference in nonparametric regression with correlated errors
- A survey of cross-validation procedures for model selection
- Nonparametric filtering of the realized spot volatility: a kernel-based approach
- Some automated methods of smoothing time-dependent data
- A simple root n bandwidth selector for nonparametric regression
- NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
- Using local linear kernel smoothers to test the lack of fit of nonlinear regression models
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
- Practical variable selection for generalized additive models
- Convergence rates for average square errors for kernel smoothing estimators
- Comments on a data based bandwidth selector
- Nonparametric regression for nonstationary processes
- KERNEL REGRESSION SMOOTHING OF TIME SERIES
- An overview of model-robust regression
- A note on smoothing parameter selection for penalized spline smoothing
- Uniform in bandwidth exact rates for a class of kernel estimators
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
- Semiparametric autoregressive conditional duration model: theory and practice
- A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
- Bandwidth selection in robust smoothing
- A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances
- Piecewise convex function estimation: Pilot estimators
- Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
- Triple smoothing estimation of the regression function and its derivatives in nonparametric regression
- Modified spline regression based on randomly right-censored data: A comparative study
- Preprocessing noisy functional data: a multivariate perspective
- On the estimation of prediction errors in logistic regression models
- Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method
- Blind nonparametric regression
- REGRESSION SMOOTHING PARAMETER SELECTION USING CROSS RESIDUALS SUM
- Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
- A note on cumulative mean estimation
- Smoothing spline growth curves with covariates
- Smoothing parameter selection in quasi-likelihood models
- Local linear extrapolation
- Bootstrap selection of bandwidth and confidence bands for nonparametric regression
- On robust cross-validation for nonparametric smoothing
- On bandwidth selection problems in nonparametric trend estimation under martingale difference errors
- THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS
- On selection of statistics for approximate Bayesian computing (or the method of simulated moments)
- Efficient error variance estimation in non‐parametric regression
- Fitting smoothing splines to data from multiple sources
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