Bandwidth selection in nonparametric regression with general errors

DOI10.1016/0378-3758(94)00096-EzbMath0816.62033OpenAlexW2055266684MaRDI QIDQ1346654

V. Pereyra

Publication date: 9 April 1995

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(94)00096-e

zbMATH Keywords

independent observationslimiting distributionkernel estimatornonparametric regressionstrong consistencydependent observationsbandwidth selectorcross-validated bandwidthMallow's criterion

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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