Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2 (Q3703142)

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Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2
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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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