Publication details

Iterative bandwidth method for kernel regression



Year of publication 2012
Type Article in Periodical
Magazine / Source Journal of Statistics: Advances in Theory and Applications
MU Faculty or unit

Faculty of Science

Field General mathematics
Keywords kernel regression; bandwidth selection; iterative method
Description The aim of the contribution is to extend the idea of an iterative method known for a kernel density estimate to kernel regression. The method is based on a~suitable estimate of the mean integrated square error. This approach leads to an iterative quadratically convergent process. We conduct a~simulation study comparing the proposed method with the well-known cross-validation method. Results are implemented in Matlab.

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