Performance of Bandwidth Selection Rules for the Local Linear Regression
نویسنده
چکیده
The choice of bandwidth is crucial in the nonparametric estimation procedure. A number of methods to choose the associated bandwidth have been developed. In this paper we studied three existing bandwidth selectors for local linear regression with different design matrix characteristics. The performances illustrate that although there is no uniformly dominating rule, the variable bandwidth selector is superior to the other bandwidth selectors in highly skewed data or when the complicated functional form is.
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