Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models

DOI10.1198/JBES.2011.09159MaRDI QIDQ6666825

Qi Li, Yiguo Sun

Publication date: 20 January 2025

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General nonlinear regression (62J02)

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