Exact risk approaches to smoothing parameter selection

DOI10.1080/10485259708832729zbMath0934.62034OpenAlexW2098889486MaRDI QIDQ4375428

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Publication date: 27 April 2000

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

Full work available at URL: https://doi.org/10.1080/10485259708832729

zbMATH Keywords

smoothing splinecross-validationbandwidth selectionkernel estimatorcorrelated errorspartially linear modeldouble smoothing

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

Automatic Smoothing and Estimation in Single Index Poisson Regression ⋮ Bandwidth selection for local linear regression ⋮ An effective method for selecting the number of components in density mixtures

Cites Work

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• Local Bandwidth Selection for Kernel Estimates
• Bootstrap choice of the smoothing parameter in kernel density estimation
• Scale measures for bandwidth selection
• Regression Smoothing Parameters That Are Not Far From Their Optimum
• On partial local smoothing rules for curve estimation
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