Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2 (Q3703142)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2 |
scientific article |
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Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2 (English)
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1984
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empirical regression
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mixture of density functions
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modified maximum likelihood
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cross-validation
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quadratic loss
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optimal estimation of band- width
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non-stationary time series
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