Asymptotic distribution of bandwidth selectors in kernel regression estimation

DOI10.1007/BF02926396zbMath0803.62011OpenAlexW2071704715MaRDI QIDQ1324972

V. Pereyra

Publication date: 7 July 1994

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02926396

zbMATH Keywords

optimal bandwidthautomatic bandwidth selectionkernel regression estimationjoint asymptotic normal distribution

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20)

Related Items

Modifying the double smoothing bandwidth selector in nonparametric regression

Cites Work

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• Choosing a kernel regression estimator. With comments and a rejoinder by the authors
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• A Flexible and Fast Method for Automatic Smoothing
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
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