Regression Smoothing Parameters That Are Not Far From Their Optimum
From MaRDI portal
Publication:4031143
DOI10.2307/2290473zbMath0850.62352OpenAlexW4229731152MaRDI QIDQ4031143
Hall, Peter, James Stephen Marron, Wolfgang Karl Härdle
Publication date: 1 April 1993
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2290473
Related Items
Nonparametric estimation of regression functions with both categorical and continuous data, Cross-validation in nonparametric regression with outliers, Consistent model specification tests based on \(k\)-nearest-neighbor estimation method, Bandwidth selection in nonparametric regression with general errors, Nonparametric models and their estimation, Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification, Automatic bandwidth choice and confidence intervals in nonparametric regression, Confidence bands for least squares support vector machine classifiers: a regression approach, Nonparametric smooth estimation of the expected inactivity time function, Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure, Nonparametric regression with correlated errors., Bandwidth selection: Classical or plug-in?, SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA, NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS, Bandwidth selection for local linear regression, Exact risk approaches to smoothing parameter selection, A local likelihood method for estimating relative risk functions in case-control studies, Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters, Data-driven decomposition of seasonal time series, Modifying the double smoothing bandwidth selector in nonparametric regression, Targeted smoothing parameter selection for estimating average causal effects, A simple and effective bandwidth selector for local polynomial quasi-likelihood regression, Editorial to the special issue on applicable semiparametrics of computational statistics, REGRESSION SMOOTHING PARAMETER SELECTION USING CROSS RESIDUALS SUM, Multi-objective algorithm for the design of prediction intervals for wind power forecasting model, Robustness by reweighting for kernel estimators: an overview, Cross‐validation and non‐parametric k nearest‐neighbour estimation, Optimal convergence rates in non-parametric regression with fractional time series errors, Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method, Nonparametric Knn estimation with monotone constraints