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Volumn 68, Issue 2, 1998, Pages 387-415

Cross-validatory bandwidth selections for regression estimation based on dependent data

Author keywords

Bandwidth; Cross validation; Kernel estimation; Locally linear regression; mixing

Indexed keywords


EID: 0032523270     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(97)00151-1     Document Type: Article
Times cited : (29)

References (16)
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    • Altman, N.S.1
  • 2
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    • Comparison of two bandwidth selectors with dependent errors
    • Chu, C.K., Marron, J.S., 1991. Comparison of two bandwidth selectors with dependent errors. Ann. Statist. 19, 1906-1918.
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    • Chu, C.K.1    Marron, J.S.2
  • 3
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    • Design-adaptive nonparametric regression
    • Fan, J., 1992. Design-adaptive nonparametric regression. J. Amer. Statist. Assoc. 87, 998-1004.
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    • Fan, J.1
  • 4
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    • Data-driven bandwidth selection in local polynomial fitting: Variable bandwidth and spatial adaption
    • Fan, J., Gijbels, I., 1995. Data-driven bandwidth selection in local polynomial fitting: variable bandwidth and spatial adaption. J. Roy. Statist. Soc. Ser. B 57, 371-394.
    • (1995) J. Roy. Statist. Soc. Ser. B , vol.57 , pp. 371-394
    • Fan, J.1    Gijbels, I.2
  • 8
    • 0000606681 scopus 로고
    • Empirical functionals and efficient smoothing parameter selection
    • with discussion
    • Hall, P., Johnstone, I., 1992. Empirical functionals and efficient smoothing parameter selection (with discussion). J. Roy. Statist. Soc. Ser. B 54, 475-530.
    • (1992) J. Roy. Statist. Soc. Ser. B , vol.54 , pp. 475-530
    • Hall, P.1    Johnstone, I.2
  • 10
    • 84981405040 scopus 로고
    • Kernel regression smoothing of time series
    • Härdle, W., Vieu, P., 1992. Kernel regression smoothing of time series. J. Time Series Anal. 13, 209-232.
    • (1992) J. Time Series Anal. , vol.13 , pp. 209-232
    • Härdle, W.1    Vieu, P.2
  • 11
    • 0000495297 scopus 로고
    • Kernel regression estimation with time series errors
    • Hart, J.D., 1991. Kernel regression estimation with time series errors. J. Roy. Statist. Soc. Ser. B 53, 173-187.
    • (1991) J. Roy. Statist. Soc. Ser. B , vol.53 , pp. 173-187
    • Hart, J.D.1
  • 12
    • 0000420391 scopus 로고
    • Automated kernel smoothing of dependent data by using time series crossing-validation
    • Hart, J.D., 1994. Automated kernel smoothing of dependent data by using time series crossing-validation. J. Roy. Statist. Soc. Ser. B 56, 529-542.
    • (1994) J. Roy. Statist. Soc. Ser. B , vol.56 , pp. 529-542
    • Hart, J.D.1
  • 13
    • 0000272104 scopus 로고
    • Data-driven bandwidth choice for density estimation based on dependent data
    • Hart, J.D., Vieu, P., 1990. Data-driven bandwidth choice for density estimation based on dependent data. Ann. Statist. 18, 873-890.
    • (1990) Ann. Statist. , vol.18 , pp. 873-890
    • Hart, J.D.1    Vieu, P.2
  • 14
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    • Partitioned cross-validation
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    • Marron, J.S.1
  • 16
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    • Asymmetric least squares regression estimation: A nonparametric approach
    • Yao, Q., Tong, H., 1996. Asymmetric least squares regression estimation: a nonparametric approach. J. Nonparametric Statist. 6, 273-292.
    • (1996) J. Nonparametric Statist. , vol.6 , pp. 273-292
    • Yao, Q.1    Tong, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.