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Variable bandwidth selection in varying-coefficient models - MaRDI portal

Variable bandwidth selection in varying-coefficient models (Q1582633)

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scientific article; zbMATH DE number 1517162
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English
Variable bandwidth selection in varying-coefficient models
scientific article; zbMATH DE number 1517162

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    Variable bandwidth selection in varying-coefficient models (English)
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    15 October 2000
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    varying-coefficient models
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    data-driven bandwidth selection
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    relative error
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    asymptotic normality
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    assessment of conditional bias
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    local polynomial fitting
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    conditional variance
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