On completely data-driven bandwidth selection for single-index models
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Publication:629097
DOI10.1016/J.JSPI.2010.11.018zbMath1207.62089OpenAlexW2075428900MaRDI QIDQ629097
Publication date: 8 March 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.11.018
cross-validationbandwidth selectionsingle-index modelserror variance estimationvarying cross-validation
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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Cites Work
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