Estimation of the bandwidth parameter in Nadaraya-Watson kernel non-parametric regression based on universal threshold level

DOI10.1080/03610918.2021.1884719OpenAlexW3134907404MaRDI QIDQ6171871

Unnamed Author, Taha Hussein Ali, Unnamed Author

Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1884719

zbMATH Keywords

universal thresholdnon-parametric regressionbandwidth parameterNW kernel estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data

Cites Work

• On bandwidth variation in kernel estimates. A square root law
• Nonparametric and semiparametric models.
• Consistency and robustness of kernel-based regression in convex risk minimization
• Local composite quantile regression smoothing for Harris recurrent Markov processes
• Modification of the adaptive Nadaraya-Watson kernel method for nonparametric regression (simulation study)
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