• Media type: E-Book; Report
  • Title: A Review and Comparison of Bandwidth Selection Methods for Kernel Regression
  • Contributor: Köhler, Max [Author]; Schindler, Anja [Author]; Sperlich, Stefan [Author]
  • imprint: Göttingen: Georg-August-Universität Göttingen, Courant Research Centre - Poverty, Equity and Growth (CRC-PEG), 2011
  • Language: English
  • Keywords: Kernel regression estimation ; Bandwidth Selection ; Plug-in ; Cross Validation
  • Origination:
  • Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Description: Over the last four decades, several methods for selecting the smoothing parameter, generally called the bandwidth, have been introduced in kernel regression. They differ quite a bit, and although there already exist more selection methods than for any other regression smoother we can still see coming up new ones. Given the need of automatic data-driven bandwidth selectors for applied statistics, this review is intended to explain and compare these methods.
  • Access State: Open Access