Comparison of two bandwidth selectors with dependent errors (Q1184214)

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scientific article; zbMATH DE number 34237
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English
Comparison of two bandwidth selectors with dependent errors
scientific article; zbMATH DE number 34237

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    Comparison of two bandwidth selectors with dependent errors (English)
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    28 June 1992
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    nonparametric regression
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    cross-validation
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    partitioned cross-validation
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    effect of dependence on bandwidth selection
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    simulations
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    autoregressive moving average process
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    limiting distribution for cross-validated bandwidth
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