Bandwidth selection for the local polynomial estimator under dependence: A simulation study

Bandwidth selection for the local polynomial estimator under dependence: A simulation study

Seven of the most popular methods for bandwidth selection in regression estimation are compared by means of a thorough simulation study, when the local polynomial estimator is used and the observations are dependent. The study is completed with two plug-in bandwidths for the generalized local polyno...

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Veröffentlicht in:Computational statistics 2005-12, Vol.20 (4), p.539-558
Hauptverfasser: Francisco-Fernández, Mario, Vilar-Fernández, Juan M.
Format: Artikel
Sprache:eng
Schlagworte:
Bandwidth
Bandwidths
Computation
Computer simulation
Estimates
Estimators
Polynomials
Regression
Statistics
Studies
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Zusammenfassung:Seven of the most popular methods for bandwidth selection in regression estimation are compared by means of a thorough simulation study, when the local polynomial estimator is used and the observations are dependent. The study is completed with two plug-in bandwidths for the generalized local polynomial estimator proposed by Vilar-Fernândez & Francisco-Fernández (2002).[PUBLICATION ABSTRACT]
ISSN:0943-4062
1613-9658
DOI:10.1007/BF02741314