Exact risk approaches to smoothing parameter selection

DOI10.1080/10485259708832729MaRDI QIDQ4375428zbMATH OpenOpenAlexFDO

Authors

Publication date 27 April 2000

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259708832729

zbMATH Keywords

cross-validationbandwidth selectionpartially linear modelkernel estimatorcorrelated errorssmoothing splinedouble smoothing

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 700016 (Why is no real title available?)
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• A Brief Survey of Bandwidth Selection for Density Estimation
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• Asymptotically best bandwidth selectors in kernel density estimation
• Bootstrap choice of the smoothing parameter in kernel density estimation
• Efficiency of a Kernel Density Estimator Under an Autoregressive Dependence Model
• Fast and simple scatterplot smoothing
• Frequency Polygons: Theory and Application
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Local Bandwidth Selection for Kernel Estimates
• Nonparametric regression using Bayesian variable selection
• On optimal and data-based histograms
• On partial local smoothing rules for curve estimation
• On the use of pilot estimators in bandwidth selection
• Regression Smoothing Parameters That Are Not Far From Their Optimum
• Scale measures for bandwidth selection
• Smoothed cross-validation
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Some Comments on C P

Cited in

(4)

• Automatic Smoothing and Estimation in Single Index Poisson Regression
• An effective method for selecting the number of components in density mixtures
• Loss and risk in smoothing parameter selection
• Bandwidth selection for local linear regression

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