Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion

DOI10.1080/10485250701297933zbMath1116.62041OpenAlexW2047741214MaRDI QIDQ5297093

Carlos Martins-Filho, Ke Yang

Publication date: 18 July 2007

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

Full work available at URL: https://mpra.ub.uni-muenchen.de/39295/1/MPRA_paper_39295.pdf

zbMATH Keywords

tableslocal linear estimationsmooth backfittingbackfitting estimationmarginal integration

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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