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A locally adaptive bandwidth selector for kernel based regression
| dcterms.contributor.author | Giordano, Francesco | |
| dcterms.contributor.author | Parrella, Maria Lucia | |
| dc.date.accessioned | 2019-11-08T13:51:51Z | |
| dc.date.available | 2019-11-08T13:51:51Z | |
| dcterms.date.issued | 2009 | |
| dcterms.identifier.citation | Giordano, F. and Parrella, M. L. (2009). “A locally adaptive bandwidth selector for kernel based regression”. DISES Working Paper 3.209, Università degli Studi di Salerno, Dipartimento di Scienze Economiche e Statistiche. | it_IT |
| dcterms.identifier.issn | 1971-3029 | it_IT |
| dcterms.identifier.uri | http://elea.unisa.it:8080/xmlui/handle/10556/3809 | |
| dcterms.identifier.uri | http://dx.doi.org/10.14273/unisa-2031 | |
| dc.description.abstract | The selection of the smoothing parameter represents a crucial step in the local polynomial regression, because of the implications on the consistency of the nonparametric regression estimator and because of the difficulties in the implementation of the selection procedure. Moreover, to capture the complexity of the unknown regression curve, a local variable bandwidth is needed, which determines an increase in the efficiency and computa- tional costs of such algorithms. This paper focuses on the problem of the automatic selection of a local bandwidth. We propose a slightly different approach with respect to the traditional ones, which does not require ad- ditional computational effort. The empirical performance of the method is shown in the paper through a simulation study. | it_IT |
| dcterms.format.extent | 38 p. | it_IT |
| dc.language.iso | en | it_IT |
| dc.relation.ispartof | Working Papers ; 3.209 | it_IT |
| dcterms.source | UniSa. Sistema Bibliotecario di Ateneo | it_IT |
| dcterms.subject | Nonparametric regression | it_IT |
| dcterms.subject | Variable bandwidth selection | it_IT |
| dcterms.subject | Derivative estimation | it_IT |
| dcterms.subject | Neural networks | it_IT |
| dcterms.subject | Local polynomials | it_IT |
| dcterms.subject | Dependent data | it_IT |
| dcterms.title | A locally adaptive bandwidth selector for kernel based regression | it_IT |
| dcterms.type | Working Paper | it_IT |
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