Modifying the double smoothing bandwidth selector in nonparametric regression


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BERAN, Jan, Yuanhua FENG, Siegfried HEILER, 2000. Modifying the double smoothing bandwidth selector in nonparametric regression

@techreport{Beran2000Modif-650, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Modifying the double smoothing bandwidth selector in nonparametric regression}, year={2000}, number={2000/37}, author={Beran, Jan and Feng, Yuanhua and Heiler, Siegfried} }

<rdf:RDF xmlns:dcterms="" xmlns:dc="" xmlns:rdf="" xmlns:bibo="" xmlns:dspace="" xmlns:foaf="" xmlns:void="" xmlns:xsd="" > <rdf:Description rdf:about=""> <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/> <dc:creator>Feng, Yuanhua</dc:creator> <dc:format>application/pdf</dc:format> <bibo:uri rdf:resource=""/> <dc:contributor>Heiler, Siegfried</dc:contributor> <dspace:hasBitstream rdf:resource=""/> <dcterms:issued>2000</dcterms:issued> <dspace:isPartOfCollection rdf:resource=""/> <dcterms:isPartOf rdf:resource=""/> <dcterms:available rdf:datatype="">2011-03-22T17:45:22Z</dcterms:available> <dc:date rdf:datatype="">2011-03-22T17:45:22Z</dc:date> <dcterms:title>Modifying the double smoothing bandwidth selector in nonparametric regression</dcterms:title> <dc:contributor>Feng, Yuanhua</dc:contributor> <dc:rights>terms-of-use</dc:rights> <dcterms:rights rdf:resource=""/> <dc:language>eng</dc:language> <dc:contributor>Beran, Jan</dc:contributor> <dc:creator>Beran, Jan</dc:creator> <foaf:homepage rdf:resource="http://localhost:8080/jspui"/> <dcterms:abstract xml:lang="eng">In this paper a modified double smoothing bandwidth selector, ^h MDS , based on a new criterion, which combines the plug-in and the double smoothing ideas, is proposed. A self-complete iterative double smoothing rule ( ^ h IDS ) is introduced as a pilot method. The asymptotic properties of both ^ h IDS and ^ h MDS are investigated. It is shown that ^ h MDS performs asymptotically very well. Moreover, it is asymptotically negatively correlated with h ASE , the minimizer of the averaged squared error. The asymptotic performances of ^ h MDS and of the iterative plug-in method, ^ h IPL (Gasser et al., 1991) are compared. A comparative simulation study is carried out to show the practical performance of ^ h MDS and related methods. It is shown that ^ h MDS seems to be the best in the practice. Finite sample negative correlations between the chosen bandwidth selectors and h ASE are also studied.</dcterms:abstract> <dc:creator>Heiler, Siegfried</dc:creator> <dcterms:hasPart rdf:resource=""/> </rdf:Description> </rdf:RDF>

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