Modifying the double smoothing bandwidth selector in nonparametric regression
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Publication:537380
DOI10.1016/j.stamet.2009.04.001zbMath1463.62116OpenAlexW2176971273MaRDI QIDQ537380
Siegfried Heiler, Yuanhua Feng, Jan Beran
Publication date: 20 May 2011
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: http://nbn-resolving.de/urn:nbn:de:bsz:352-opus-6152
plug-inbandwidth selectionnonparametric regressiondouble smoothingiterative double smoothingmodified double smoothing
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method ⋮ Bootstrap bandwidth selection method for local linear estimator in exponential family models ⋮ Data-driven local polynomial for the trend and its derivatives in economic time series
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