On the asymptotic distributions of bandwidth estimates

DOI10.1214/AOS/1176347873zbMath0709.62024OpenAlexW2023174362MaRDI QIDQ921766

Shean-Tsong Chiu

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347873

zbMATH Keywords

Fourier transformrate of convergenceasymptotic normalityapproximationperiodogramnonparametric regressiondegrees of freedomautomatic bandwidth selectionkernel regression estimatebandwidth estimatelinear combination of independent exponential random variablesminimizer of Mallows's criterionSimulation resultsweighted sum of chi-squared random variables

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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Nonparametric regression for nonstationary processes ⋮ Nonparametric estimation of a regression function with dependent observations

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