Variable bandwidth selection in varying-coefficient models
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Publication:1582633
DOI10.1006/jmva.1999.1883zbMath0969.62032OpenAlexW2020226329MaRDI QIDQ1582633
Publication date: 15 October 2000
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1999.1883
asymptotic normalitylocal polynomial fittingrelative errorconditional variancevarying-coefficient modelsdata-driven bandwidth selectionassessment of conditional bias
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
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