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Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing

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  • ANOUAR EL GHOUCH
  • MARC G. GENTON
  • TAOUFIK BOUEZMARNI

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  • Anouar El Ghouch & Marc G. Genton & Taoufik Bouezmarni, 2013. "Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 455-470, September.
    • Handle: RePEc:bla:scjsta:v:40:y:2013:i:3:p:455-470
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    References listed on IDEAS

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    6. Xia, Yingcun & Li, W. K., 2002. "Asymptotic Behavior of Bandwidth Selected by the Cross-Validation Method for Local Polynomial Fitting," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 265-287, November.
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    13. Pascal Lavergne, 1998. "Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics," Econometric Reviews, Taylor & Francis Journals, vol. 17(3), pages 227-273.
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