Cross-validatory bandwidth selections for regression estimation based on dependent data

DOI10.1016/S0378-3758(97)00151-1zbMath0942.62046OpenAlexW2018158108MaRDI QIDQ1299554

Howell Tong, Qiwei Yao

Publication date: 24 August 2000

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

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00151-1

zbMATH Keywords

bandwidthkernel estimationcross-validationrho-mixinglocally linear regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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