Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
From MaRDI portal
Publication:1861386
DOI10.1006/jmva.2001.2048zbMath1025.62016OpenAlexW2088987892MaRDI QIDQ1861386
Publication date: 16 March 2003
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2001.2048
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Related Items (15)
On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths ⋮ The connection between cross-validation and Akaike information criterion in a semiparametric family ⋮ Adaptively Varying-Coefficient Spatiotemporal Models ⋮ Time-varying forecast combination for high-dimensional data ⋮ Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework ⋮ Functional coefficient regression models with time trend ⋮ Powerful tests for structural changes in volatility ⋮ Nonparametric inference via bootstrapping the debiased estimator ⋮ Efficient estimation of a semiparametric partially linear varying coefficient model ⋮ Optimal smoothing in nonparametric conditional quantile derivative function estimation ⋮ Convergence rates for uniform confidence intervals based on local polynomial regression estimators ⋮ Nonlinear Tikhonov regularization in Hilbert scales with balancing principle tuning parameter in statistical inverse problems ⋮ Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing ⋮ A method for identifying a spacewise-dependent heat source under stochastic noise interference ⋮ Estimation of Fish Abundance Indices Based on Scientific Research Trawl Surveys
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Weak convergence for weighted empirical processes of dependent sequences
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Data-driven bandwidth choice for density estimation based on dependent data
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- Optimal bandwidth selection in nonparametric regression function estimation
- Quadratic errors for nonparametric estimates under dependence
- Comparison of two bandwidth selectors with dependent errors
- Strong consistency of least squares estimates in normal linear regression
- A short note on optimal bandwidth selection for kernel estimators
- Comparison of bandwidth selectors in nonparametric regression under dependence
- Asymptotic behaviors of some measures of accuracy in nonparametric curve estimation with dependent observations
- The functional law of the iterated logarithm for stationary strongly mixing sequences
- Bandwidth selection: Classical or plug-in?
- Local linear regression smoothers and their minimax efficiencies
- An Effective Bandwidth Selector for Local Least Squares Regression
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- KERNEL REGRESSION SMOOTHING OF TIME SERIES
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Local Polynomial Estimation of Regression Functions for Mixing Processes
- BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES
This page was built for publication: Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
