IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v47y1993i1p1-21.html
   My bibliography  Save this article

Multiparameter Bandwidth Processes and Adaptive Surface Smoothing

Author

Listed:
  • Muller, H. G.
  • Prewitt, K. A.

Abstract

We derive a functional limit theorem for a sequence of bandwidth processes with multivariate time and show that the limit process is multivariate Gaussian. This theorem is then applied to show asymptotic efficiency of certain data-adaptive local bandwidth choices for kernel estimators of multivariate regression functions and their derivatives. The cases where optimal multivariate bandwidths exist as minimizers of leading mean squared error terms are characterized.

Suggested Citation

  • Muller, H. G. & Prewitt, K. A., 1993. "Multiparameter Bandwidth Processes and Adaptive Surface Smoothing," Journal of Multivariate Analysis, Elsevier, vol. 47(1), pages 1-21, October.
    • Handle: RePEc:eee:jmvana:v:47:y:1993:i:1:p:1-21
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(83)71067-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Cristóbal, J. A. & Alcalá, J. T., 1998. "Error Process Indexed by Bandwidth Matrices in Multivariate Local Linear Smoothing," Journal of Multivariate Analysis, Elsevier, vol. 66(2), pages 207-236, August.
    2. Facer, Matthew R. & Müller, Hans-Georg, 2003. "Nonparametric estimation of the location of a maximum in a response surface," Journal of Multivariate Analysis, Elsevier, vol. 87(1), pages 191-217, October.
    3. Bastian Schäfer, 2021. "Bandwidth selection for the Local Polynomial Double Conditional Smoothing under Spatial ARMA Errors," Working Papers CIE 146, Paderborn University, CIE Center for International Economics.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:47:y:1993:i:1:p:1-21. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.