Explicit Solutions For The Asymptotically-Optimal Bandwidth In Cross Validation
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- Karim M. Abadir & Michel Lubrano, 2010. "Explicit Solutions for the Asymptotically-Optimal Bandwidth in Cross Validation," Working Paper series 16_10, Rimini Centre for Economic Analysis.
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Keywordsbandwidth choice; cross validation; nonparametric density es- timation; analytical solution;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2010-04-24 (Econometrics)
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