On the asymptotic distributions of bandwidth estimates (Q921766)

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scientific article; zbMATH DE number 4166354
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English
On the asymptotic distributions of bandwidth estimates
scientific article; zbMATH DE number 4166354

    Statements

    On the asymptotic distributions of bandwidth estimates (English)
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    1990
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    nonparametric regression
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    Fourier transform
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    periodogram
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    asymptotic normality
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    automatic bandwidth selection
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    kernel regression estimate
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    bandwidth estimate
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    minimizer of Mallows's criterion
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    rate of convergence
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    linear combination of independent exponential random variables
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    weighted sum of chi-squared random variables
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    Simulation results
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    approximation
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    degrees of freedom
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