On completely data-driven bandwidth selection for single-index models
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Publication:629097
DOI10.1016/j.jspi.2010.11.018zbMath1207.62089MaRDI QIDQ629097
Publication date: 8 March 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.11.018
cross-validation; bandwidth selection; single-index models; error variance estimation; varying cross-validation
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