New view on smoothing parameter selector in function estimation

DOI10.1080/00949650410001656644zbMath1061.62065OpenAlexW2034353824MaRDI QIDQ4663384

Cheolyong Park, Tae Yoon Kim, Sun Young Hwang

Publication date: 30 March 2005

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

Full work available at URL: https://doi.org/10.1080/00949650410001656644

zbMATH Keywords

correlationfunction estimationsmoothing parameter selector

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Bandwidth choice for nonparametric regression
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?

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