Comparison of bandwidth selectors in nonparametric regression under dependence

被引：12

作者：

delRio, AQ ^{[1
]}

机构：

[1] UNIV LA CORUNA,FAC INFORMAT,DEPT MATEMAT,LA CORUNA,SPAIN

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1996年 / 21卷 / 05期

关键词：

nonparametric regression; bandwidth selection; dependent data; cross-validation; plug-in;

D O I：

10.1016/0167-9473(95)00028-3

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Six selectors for the smoothing parameter of the Gasser-Muller nonparametric kernel estimator are compared for the case of a fixed design regression model with correlated errors. Four cross-validation methods and two plug-in methods are studied. All of them are briefly introduced and then compared by means of a thorough simulation study.

引用

页码：563 / 580

页数：18

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