Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
نویسندگان
چکیده
منابع مشابه
Empirical-bias bandwidths for local polynomial nonparametric regression and density estimation
A data-based local bandwidth selector is proposed for nonparametric regression by local tting of polynomials. The estimator, called the empirical-bias bandwidth selector (EBBS), is rather simple and easily allows multivariate predictor variables and estimation of any order derivative of the regression function. EBBS minimizes an estimate of mean square error consisting of a squared bias term pl...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1997
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.1997.10474061