ASYMPTOTIC-DISTRIBUTION OF BANDWIDTH SELECTORS IN KERNEL REGRESSION ESTIMATION

被引：1

作者：

HERRMANN, E ^{[1
]}

机构：

[1] TH DARMSTADT,FACHBEREICH MATH,D-64289 DARMSTADT,GERMANY

来源：

STATISTICAL PAPERS | 1994年 / 35卷 / 01期

关键词：

D O I：

10.1007/BF02926396

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Gasser, Kneip and Kohler (1991) proposed a fast and flexible procedure for automatic bandwidth selection in kernel regression estimation. This article describes this method and additionally derives the joint asymptotic normal distribution of this bandwidth selector with the realization wise optimal bandwidth.

引用

页码：17 / 26

页数：10

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