Efficient Bandwidth Selection in Non‐parametric Regression

DOI10.1111/1467-9469.00319zbMATH Open1035.62033OpenAlexW2085344835MaRDI QIDQ4455936FDOQ4455936

Kathryn A. Prewitt

Publication date: 16 March 2004

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00319

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• Local Bandwidth Selection for Kernel Estimates
• Adaptive Bandwidth Choice for Kernel Regression
• Bandwidth Selection for Local Linear Regression Smoothers
• Optimal bandwidth selection in nonparametric regression function estimation
• Bandwidth choice for nonparametric regression

zbMATH Keywords

asymptotic normalitylocal linear regressionasymptotic mean squared error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Title not available (Why is that?)
• Multiparameter bandwidth processes and adaptive surface smoothing
• Error process indexed by bandwidth matrices in multivariate local linear smoothing

Cited In (12)

• Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
• Title not available (Why is that?)
• Adaptive Bandwidth Choice for Kernel Regression
• Estimation in hazard regression models under ordered departures from proportionality
• Optimal bandwidth selection in nonparametric regression function estimation
• Bandwidth selection for nonparametric modal regression
• Bandwidth Selection in Local Polynomial Regression Using Eigenvalues
• A simple root n bandwidth selector for nonparametric regression
• SURE-optimal bandwidth selection in nonparametric regression
• An optimal choice for the bandwidth parameter in local polynomial estimation of the conditional distribution function
• Local Bandwidth Selection for Kernel Estimates
• A new information criterion-based bandwidth selection method for non-parametric regressions

Uses Software

• KernSmooth

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