Exact risk approaches to smoothing parameter selection

DOI10.1080/10485259708832729zbMATH Open0934.62034OpenAlexW2098889486MaRDI QIDQ4375428FDOQ4375428

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

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zbMATH Keywords

cross-validationbandwidth selectionpartially linear modelkernel estimatorcorrelated errorssmoothing splinedouble smoothing

Mathematics Subject Classification ID

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

Cites Work

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• Smoothed cross-validation
• Bootstrap choice of the smoothing parameter in kernel density estimation
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Regression Smoothing Parameters That Are Not Far From Their Optimum
• On optimal and data-based histograms
• Frequency Polygons: Theory and Application
• Local Bandwidth Selection for Kernel Estimates
• A simple root \(n\) bandwidth selector
• Scale measures for bandwidth selection
• Fast and simple scatterplot smoothing
• On the use of pilot estimators in bandwidth selection
• Efficiency of a Kernel Density Estimator Under an Autoregressive Dependence Model
• On partial local smoothing rules for curve estimation

Cited In (4)

• 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
• Automatic Smoothing and Estimation in Single Index Poisson Regression

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