On a Nadaraya-Watson estimator with two bandwidths

DOI10.1214/21-EJS1849zbMath1471.62324arXiv2001.09445OpenAlexW3001567633MaRDI QIDQ2044390

Nicolas Marie, Fabienne Comte

Publication date: 9 August 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.09445

zbMATH Keywords

bandwidth selectionregression modelnonparametric kernel estimatorquotient estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) General nonlinear regression (62J02)

Related Items

On the nonparametric inference of coefficients of self-exciting jump-diffusion ⋮ Nadaraya–Watson estimator for I.I.D. paths of diffusion processes ⋮ Should we estimate a product of density functions by a product of estimators? ⋮ Nonparametric multiple regression by projection on non-compactly supported bases ⋮ Tuning parameter selection for nonparametric derivative estimation in random design ⋮ Kernel selection in nonparametric regression

Uses Software

• KernSmooth

Cites Work

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