An autocorrelation criterion for bandwidth selection in nonparametric regression∗

DOI10.1080/00949650008812057MaRDI QIDQ4525908zbMATHOpenAlexFDO

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

zbMATH Keywords

bandwidth selectionsimulation studykernel methodgoodness-of-fit statisticautorcorrelation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• An Effective Bandwidth Selector for Local Least Squares Regression
• Bandwidth choice for nonparametric regression
• Bandwidth selection for kernel estimate with correlated noise
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• Optimal bandwidth selection in nonparametric regression function estimation
• Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
• Smoothing methods in statistics
• Why bandwidth selectors tend to choose smaller bandwidths, and a remedy

Cited in

(7)

• On data-driven choice of \(\lambda\) in nonparametric Gaussian regression via propagation-separation approach
• 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
• Bandwidth selection for kernel regression with correlated errors
• A new information criterion-based bandwidth selection method for non-parametric regressions
• Using bimodal kernel for inference in nonparametric regression with correlated errors
• Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing

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