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Comparison of bandwidth selectors in nonparametric regression under dependence

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  • del Rio, Alejandro Quintela
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    File URL: http://www.sciencedirect.com/science/article/B6V8V-3VW1CTS-5/2/a3f63b3a6389a90228dd9408f8d8daf3
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    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 21 (1996)
    Issue (Month): 5 (May)
    Pages: 563-580

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    Handle: RePEc:eee:csdana:v:21:y:1996:i:5:p:563-580

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    Web page: http://www.elsevier.com/locate/csda

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    1. HÄRDLE, Wolfgang & VIEU, Philippe, . "Kernel regression smoothing of time series," CORE Discussion Papers RP -981, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Chiu, Shean-Tsong, 1989. "Bandwidth selection for kernel estimate with correlated noise," Statistics & Probability Letters, Elsevier, vol. 8(4), pages 347-354, September.
    3. Sheather, Simon J., 1986. "An improved data-based algorithm for choosing the window width when estimating the density at a point," Computational Statistics & Data Analysis, Elsevier, vol. 4(1), pages 61-65, June.
    4. Marron, J S, 1988. "Automatic Smoothing Parameter Selection: A Survey," Empirical Economics, Springer, vol. 13(3/4), pages 187-208.
    5. Cao, Ricardo & Cuevas, Antonio & Gonzalez Manteiga, Wensceslao, 1994. "A comparative study of several smoothing methods in density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 17(2), pages 153-176, February.
    6. Roussas, George G. & Tran, Lanh T. & Ioannides, D. A., 1992. "Fixed design regression for time series: Asymptotic normality," Journal of Multivariate Analysis, Elsevier, vol. 40(2), pages 262-291, February.
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    Cited by:
    1. Estévez-Pérez, Graciela, 2002. "On convergence rates for quadratic errors in kernel hazard estimation," Statistics & Probability Letters, Elsevier, vol. 57(3), pages 231-241, April.

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