Bandwidth choice for nonparametric regression

DOI10.1214/AOS/1176346788zbMATH Open0554.62035OpenAlexW1976834773MaRDI QIDQ760120FDOQ760120

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346788

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scientific article; zbMATH DE number 3969896
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cross-validation bandwidth selection kernel regression estimator simulation results tapered Fourier series estimate unbiased estimate of mean square error

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Linear inference, regression (62J99) Nonparametric inference (62G99)

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On the degrees of freedom in shape-restricted regression.
A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method
Autocovariance estimation in regression with a discontinuous signal and \(m\)-dependent errors: a difference-based approach
Goodness-of-fit tests for nonlinear heteroscedastic regression models
Random approximations to some measures of accuracy in nonparametric curve estimation
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A smoothing spline based test of model adequacy in polynomial regression
Jackknife model averaging for quantile regressions
Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
Testing for monotonicity of a regression mean by calibrating for linear functions.
Testing for no effect in nonparametric regression
Data-driven rate-optimal specification testing in regression models
Confidence intervals for nonparametric regression
A note on Stein-type shrinkage estimator in partial linear models
A Kolmogorov-type test for monotonicity of regression.
An elementary nonparametric differencing test of equality of regression functions
Extensions of smoothing via taut strings
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Nonparametric estimation and inference under shape restrictions
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Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach
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Relative errors of difference-based variance estimators in nonparametric regression
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A bootstrap version of the residual-based smooth empirical distribution function
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A nonlinear gaussian filter applied to images with discontinuities
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Modifying the double smoothing bandwidth selector in nonparametric regression
Data-driven decomposition of seasonal time series
Variance estimation for high-dimensional regression models
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