An autocorrelation criterion for bandwidth selection in nonparametric regression∗

DOI10.1080/00949650008812057zbMATH Open0979.62020OpenAlexW2160907103MaRDI QIDQ4525908FDOQ4525908

Authors: W. John Braun, Valentin Rousson 

Publication date: 2 April 2001

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650008812057

Recommendations

• Bandwidth selection for kernel regression with correlated errors
• Choice of bandwidth for kernel regression when residuals are correlated
• Bandwidth Selection for Local Linear Regression Smoothers
• Bandwidth selection in nonparametric regression with general errors
• Plug-in bandwidth selector for local polynomial regression estimator with correlated errors

zbMATH Keywords

bandwidth selectionsimulation studykernel methodgoodness-of-fit statisticautorcorrelation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cites Work

• Smoothing methods in statistics
• Title not available (Why is that?)
• An Effective Bandwidth Selector for Local Least Squares Regression
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• Bandwidth choice for nonparametric regression
• Optimal bandwidth selection in nonparametric regression function estimation
• Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
• Why bandwidth selectors tend to choose smaller bandwidths, and a remedy
• Bandwidth selection for kernel estimate with correlated noise

Cited In (6)

• Bandwidth selection for estimating the two-point correlation function of a spatial point pattern using AMSE
• Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach
• Using bimodal kernel for inference in nonparametric regression with correlated errors
• Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
• Bandwidth selection for kernel regression with correlated errors
• A new information criterion-based bandwidth selection method for non-parametric regressions

This page was built for publication: An autocorrelation criterion for bandwidth selection in nonparametric regression^∗

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4525908)