Efficient Bandwidth Selection in Non‐parametric Regression

DOI10.1111/1467-9469.00319zbMath1035.62033OpenAlexW2085344835MaRDI QIDQ4455936

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

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)

Related Items (3)

An optimal choice for the bandwidth parameter in local polynomial estimation of the conditional distribution function ⋮ Estimation in hazard regression models under ordered departures from proportionality ⋮ Bandwidth Selection in Local Polynomial Regression Using Eigenvalues

Uses Software

• KernSmooth

Cites Work

• Multiparameter bandwidth processes and adaptive surface smoothing
• Error process indexed by bandwidth matrices in multivariate local linear smoothing
• Unnamed Item

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