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- Publisher Website: 10.1006/jmva.2001.2048
- Scopus: eid_2-s2.0-0036859875
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Article: Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
Title | Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting |
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Authors | |
Keywords | Cross-Validation Local Polynomial Fitting Nonparametric Regression Strongly Mixing |
Issue Date | 2002 |
Publisher | Academic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmva |
Citation | Journal Of Multivariate Analysis, 2002, v. 83 n. 2, p. 265-287 How to Cite? |
Abstract | In this paper, the asymptotic optimality of the cross validation bandwidth selector for the local polynomial fitting under strongly mixing dependence is obtained. The asymptotic normality of the bandwidth selected by the cross-validation method is derived, which is an extension of W. Härdle, P. Hall, and J. S. Marron (1988, J. Am. Statist. Assoc. 83, 86-101). © 2002 Elsevier Science (USA). |
Persistent Identifier | http://hdl.handle.net/10722/172392 |
ISSN | 2023 Impact Factor: 1.4 2023 SCImago Journal Rankings: 0.837 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Xia, Y | en_US |
dc.contributor.author | Li, WK | en_US |
dc.date.accessioned | 2012-10-30T06:22:18Z | - |
dc.date.available | 2012-10-30T06:22:18Z | - |
dc.date.issued | 2002 | en_US |
dc.identifier.citation | Journal Of Multivariate Analysis, 2002, v. 83 n. 2, p. 265-287 | en_US |
dc.identifier.issn | 0047-259X | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/172392 | - |
dc.description.abstract | In this paper, the asymptotic optimality of the cross validation bandwidth selector for the local polynomial fitting under strongly mixing dependence is obtained. The asymptotic normality of the bandwidth selected by the cross-validation method is derived, which is an extension of W. Härdle, P. Hall, and J. S. Marron (1988, J. Am. Statist. Assoc. 83, 86-101). © 2002 Elsevier Science (USA). | en_US |
dc.language | eng | en_US |
dc.publisher | Academic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmva | en_US |
dc.relation.ispartof | Journal of Multivariate Analysis | en_US |
dc.subject | Cross-Validation | en_US |
dc.subject | Local Polynomial Fitting | en_US |
dc.subject | Nonparametric Regression | en_US |
dc.subject | Strongly Mixing | en_US |
dc.title | Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting | en_US |
dc.type | Article | en_US |
dc.identifier.email | Li, WK: hrntlwk@hku.hk | en_US |
dc.identifier.authority | Li, WK=rp00741 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1006/jmva.2001.2048 | en_US |
dc.identifier.scopus | eid_2-s2.0-0036859875 | en_US |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0036859875&selection=ref&src=s&origin=recordpage | en_US |
dc.identifier.volume | 83 | en_US |
dc.identifier.issue | 2 | en_US |
dc.identifier.spage | 265 | en_US |
dc.identifier.epage | 287 | en_US |
dc.identifier.isi | WOS:000179521500001 | - |
dc.publisher.place | United States | en_US |
dc.identifier.scopusauthorid | Xia, Y=7403027730 | en_US |
dc.identifier.scopusauthorid | Li, WK=14015971200 | en_US |
dc.identifier.issnl | 0047-259X | - |