Efficient Bandwidth Selection in Non‐parametric Regression

DOI10.1111/1467-9469.00319MaRDI QIDQ4455936zbMATH OpenOpenAlexFDO

Authors 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 mean squared errorasymptotic normalitylocal linear regression

Mathematics Subject Classification ID

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

Recommendations

• 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

Cites work

• Error process indexed by bandwidth matrices in multivariate local linear smoothing
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Multiparameter bandwidth processes and adaptive surface smoothing

Cited in

(14)

• Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
• Optimal bandwidth selection in nonparametric regression function estimation
• Bandwidth selection for local linear regression
• An optimal choice for the bandwidth parameter in local polynomial estimation of the conditional distribution function
• SURE-optimal bandwidth selection in nonparametric regression
• scientific article; zbMATH DE number 3969896 (Why is no real title available?)
• Local Bandwidth Selection for Kernel Estimates
• scientific article; zbMATH DE number 1294505 (Why is no real title available?)
• A simple root n bandwidth selector for nonparametric regression
• Adaptive Bandwidth Choice for Kernel Regression
• Bandwidth selection for nonparametric modal regression
• A new information criterion-based bandwidth selection method for non-parametric regressions
• Bandwidth Selection in Local Polynomial Regression Using Eigenvalues
• Estimation in hazard regression models under ordered departures from proportionality

Describes a project that uses

Uses Software

• KernSmooth

This page was built for publication: Efficient Bandwidth Selection in Non‐parametric Regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4455936)