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A comparison of bandwidth selectors for moderate degree local polynomial regression

Author

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  • Dongying Wang

    (Statistics, University of British Columbia)

  • W. John Braun

    (Statistics, University of British Columbia)

Abstract

This paper presents a direct-plug-in bandwidth selector for local quadratic regression and local cubic regression, leveraging existing theoretical frameworks. Through extensive simulation studies, the performance of the proposed selector is evaluated using the Mean Squared Error (MSE) and Mean Absolute Error (MAE) criteria, in comparison with established methods. Additionally, empirical coverage of confidence intervals is analyzed to further assess its effectiveness. Practical applications of the methods are illustrated using wildfire rate of spread data.

Suggested Citation

  • Dongying Wang & W. John Braun, 2025. "A comparison of bandwidth selectors for moderate degree local polynomial regression," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 34(2), pages 171-194, May.
    • Handle: RePEc:spr:stmapp:v:34:y:2025:i:2:d:10.1007_s10260-025-00784-2
    DOI: 10.1007/s10260-025-00784-2
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    References listed on IDEAS

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    1. Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018. "On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 767-779, April.
    2. Kathryn Prewitt & Sharon Lohr, 2006. "Bandwidth selection in local polynomial regression using eigenvalues," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 135-154, February.
    3. Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2019. "nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference," Papers 1906.00198, arXiv.org.
    4. W. John Braun & Bruce L. Jones & Jonathan S. W. Lee & Douglas G. Woolford & B. Mike Wotton, 2010. "Forest Fire Risk Assessment: An Illustrative Example from Ontario, Canada," Journal of Probability and Statistics, Hindawi, vol. 2010, pages 1-26, July.
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