Publication details
Iterative bandwidth selector - extension to kernel regression
| Authors | |
|---|---|
| Year of publication | 2012 |
| Type | Appeared in Conference without Proceedings |
| MU Faculty or unit | |
| Citation | |
| 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. |