On the consistency of the global minimizer of Mallow's criterion for nonparametric regression

DOI10.1016/0378-3758(91)90017-9zbMath0742.62039OpenAlexW2052521502MaRDI QIDQ1174649

Shean-Tsong Chiu

Publication date: 25 June 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(91)90017-9

zbMATH Keywords

Fourier transformconsistencyperiodogrambandwidth selectionnonparametric regressionkernel estimateoptimal bandwidthcompact intervalglobal minimizer of Mallows' criterionlocal minimizer of Mallows' criterion

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Bandwidth choice for nonparametric regression
• Weighted least squares estimators on the frequency domain for the parameters of a time series
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Alternative models for stationary stochastic processes
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• The asymptotic theory of linear time-series models
• Some Comments on C P
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