SURE-optimal bandwidth selection in nonparametric regression

MaRDI QIDQ2817739zbMATH OpenFDO

Authors Sunder Ram Krishnan, Chandra Sekhar Seelamantula

Publication date 2 September 2016

Published in Sampling Theory in Signal and Image Processing (Search for Journal in Brave)

Full work available at URL http://stsip.org/vol11/no2-3/vol11no2-3pp133-163.html

zbMATH Keywords

bandwidth selectionkernel regressionlocal polynomial regressionnonuniform samplingStein's unbiased risk estimator (SURE)

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Image analysis in multivariate analysis (62H35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20)

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Cited in

(5)

• Optimal bandwidth selection for the fuzzy regression discontinuity estimator
• Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression
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• A simple root n bandwidth selector for nonparametric regression
• Bandwidth selection for nonparametric modal regression

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Uses Software

• KernSmooth

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