Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting

Journal of Multivariate Analysis

Volumn 83, Issue 2, 2002, Pages 265-287

  Xia, Yingcun ^a,b   Li, W K ^c  

^a JINAN UNIVERSITY   (China)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Cross validation; Local polynomial fitting; Nonparametric regression; Strongly mixing

Indexed keywords

EID: 0036859875     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2001.2048     Document Type: Article

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