Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2

DOI10.1002/BIMJ.4710260606zbMath0581.62072OpenAlexW2166328794MaRDI QIDQ3703142

J.Peil, Siegfried Schmerling

Publication date: 1984

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.4710260606

zbMATH Keywords

cross-validationmodified maximum likelihoodnon-stationary time seriesquadratic lossempirical regressionmixture of density functionsoptimal estimation of band- width

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) General nonlinear regression (62J02)

This page was built for publication: Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2