Bandwidth choice for nonparametric regression

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

Authors: D. Kharzeev 

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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zbMATH Keywords

cross-validationbandwidth selectionkernel regression estimatorsimulation resultstapered Fourier series estimateunbiased 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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• Non-parametric estimation of residual moments and covariance
• Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library
• Significance testing in quantile regression
• Adaptation over parametric families of symmetric linear estimators
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