Why bandwidth selectors tend to choose smaller bandwidths, and a remedy

DOI10.1093/biomet/77.1.222zbMath0692.62036OpenAlexW2094655540MaRDI QIDQ3034682

Shean-Tsong Chiu

Publication date: 1990

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/77.1.222

zbMATH Keywords

Fourier transformperiodogramsimulation studynonparametric regressionkernel estimatebandwidth estimatesautomatic data-driven bandwidth selectorslarge sample variation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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