Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction
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Publication:4905914
DOI10.1080/03610918.2012.625853zbMath1274.62300arXiv1010.6202OpenAlexW3103985345MaRDI QIDQ4905914
Publication date: 21 February 2013
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.6202
Nonparametric regression and quantile regression (62G08) Stationary stochastic processes (60G10) Sequential estimation (62L12) (L^p)-limit theorems (60F25)
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