A Flexible and Fast Method for Automatic Smoothing
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Publication:3359589
DOI10.2307/2290393zbMath0733.62047OpenAlexW4250881836MaRDI QIDQ3359589
Theo Gasser, Walter Köhler, Alois Kneip
Publication date: 1991
Full work available at URL: https://doi.org/10.2307/2290393
iterative procedurekernel estimatorscross-validationplug-in estimatorresidual variancenonparametric regression estimatorsdata-driven bandwidth selectionasymptotically optimal bandwidthlarge-sample analysis
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Probabilistic methods, stochastic differential equations (65C99)
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