Bandwidth Selection for Local Linear Regres - sion : A Simulation
نویسندگان
چکیده
This paper provides a simulation study of several popular bandwidth selectors for local linear regression. The study also includes two new selectors which couple the non{asymptotic plug{in and the unbiased risk estimation techniques. These two new selectors are simple to describe, easy to implement and performed very well in our simulation study.
منابع مشابه
Bandwidth Selection for Local Linear Regres- Sion: a Simulation Study
This paper provides a simulation study of several popular bandwidth selectors for local linear regression. The study also includes two new selectors which couple the non{asymptotic plug{in and the unbiased risk estimation techniques. These two new selectors are simple to describe, easy to implement and performed very well in our simulation study.
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تاریخ انتشار 1999