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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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  • del Rio, Alejandro Quintela, 1996. "Comparison of bandwidth selectors in nonparametric regression under dependence," Computational Statistics & Data Analysis, Elsevier, vol. 21(5), pages 563-580, May.
    • Handle: RePEc:eee:csdana:v:21:y:1996:i:5:p:563-580
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    References listed on IDEAS

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    1. Chiu, Shean-Tsong, 1989. "Bandwidth selection for kernel estimate with correlated noise," Statistics & Probability Letters, Elsevier, vol. 8(4), pages 347-354, September.
    2. 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.
    3. Marron, J S, 1988. "Automatic Smoothing Parameter Selection: A Survey," Empirical Economics, Springer, vol. 13(3/4), pages 187-208.
    4. 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.
    5. Hardle, W. & Vieu, P., 1990. "Kernel regression smoothing of time series," LIDAM Discussion Papers CORE 1990031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. 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.
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    Cited by:

    1. Zhenyu Jiang & Nengxiang Ling & Zudi Lu & Dag Tj⊘stheim & Qiang Zhang, 2020. "On bandwidth choice for spatial data density estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(3), pages 817-840, July.
    2. 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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