Some stabilized bandwidth selectors for nonparametric regression

DOI10.1214/AOS/1176348260zbMath0749.62021OpenAlexW1996165936MaRDI QIDQ1178952

Shean-Tsong Chiu

Publication date: 26 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348260

zbMATH Keywords

Fourier transformasymptotic normalitytime seriescross-validationsimulation resultsconvergence rateperiodogrambandwidth selectionnonparametric regressionstrong consistencykernel estimateresidual sum of squaresfrequency-domain representationstabilized bandwidth selectors

Mathematics Subject Classification ID

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

Related Items (10)

Bandwidth selection for kernel density estimation: a review of fully automatic selectors ⋮ Bandwidth selection in nonparametric regression with general errors ⋮ Bandwidth matrix selectors for kernel regression ⋮ Kernel estimation of regression function gradient ⋮ Correction to: On the linear combination of normal and Laplace random variables ⋮ The effect of the smoothness of the regression function on a bandwidth selector in nonparametric regression ⋮ Bandwidth selection for local linear regression ⋮ A simple root n bandwidth selector for nonparametric regression ⋮ Selection of bandwidth for kernel regression ⋮ Rates of convergence for the pre-asymptotic substitution bandwidth selector

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