Local Bandwidth Selection for Kernel Estimates

DOI10.2307/2289875zbMath0676.62039OpenAlexW4250529862MaRDI QIDQ3831876

Joan G. Staniswalis

Publication date: 1989

Full work available at URL: https://doi.org/10.2307/2289875

zbMATH Keywords

asymptotic normalitymean squared errornonparametric regressionkernel estimatetwo-step procedureadaptive procedurelocal bandwidthglobal bandwidthpilot estimator approach

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items

Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study ⋮ Time-dependent classification accuracy curve under marker-dependent sampling ⋮ Optimal bandwidth selection for kernel density functionals estimation ⋮ Optimal pointwise adaptive methods in nonparametric estimation ⋮ Bootstrap variance estimation for Nadaraya quantile estimator ⋮ Bayesian adaptive smoothing splines using stochastic differential equations ⋮ Priors for Bayesian adaptive spline smoothing ⋮ Automatic estimation procedure in partial linear model with functional data ⋮ Smoothed cross-validation ⋮ Exact risk approaches to smoothing parameter selection ⋮ Smoothing spline and kernel estimation of a probit function ⋮ Generalized profiling estimation for global and adaptive penalized spline smoothing ⋮ Local adaptive smoothing in kernel regression estimation ⋮ KERNEL DENSITY ESTIMATION WITH MISSING DATA AND AUXILIARY VARIABLES ⋮ Uniform in bandwidth consistency of kernel-type function estimators ⋮ Kernel estimators for multivariate regression ⋮ Practical selection of neighbourhoods for local regression in the bivariate case ⋮ An assessment of finite sample performance of adaptive methods in density estimation