Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency
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DOI: 10.1023/A:1003162622169
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- Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R2, Cowles Foundation for Research in Economics, Yale University, revised Mar 2018.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
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Keywords
Curve estimation; local polynomials; minimax efficiency; minimax risk; multivariate curve estimation; nonparametric regression; universal optimal weighting scheme;All these keywords.
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