An autocorrelation criterion for bandwidth selection in nonparametric regression∗

DOI10.1080/00949650008812057zbMath0979.62020OpenAlexW2160907103MaRDI QIDQ4525908

Valentin Rousson, W. John Braun

Publication date: 2 April 2001

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650008812057

zbMATH Keywords

kernel methodsimulation studybandwidth selectiongoodness-of-fit statisticautorcorrelation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cites Work

• Unnamed Item
• Bandwidth choice for nonparametric regression
• Optimal bandwidth selection in nonparametric regression function estimation
• Bandwidth selection for kernel estimate with correlated noise
• Smoothing methods in statistics
• Why bandwidth selectors tend to choose smaller bandwidths, and a remedy
• An Effective Bandwidth Selector for Local Least Squares Regression
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• Remarks on Non-Parametric Estimates for Density Functions and Regression Curves

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