A local cross-validation algorithm for dependent data
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DOI: 10.1007/BF02562667
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References listed on IDEAS
- Marron, J S, 1988. "Automatic Smoothing Parameter Selection: A Survey," Empirical Economics, Springer, vol. 13(3/4), pages 187-208.
- Hall, Peter & Schucany, William R., 1989. "A local cross-validation algorithm," Statistics & Probability Letters, Elsevier, vol. 8(2), pages 109-117, June.
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- Juan M. Vilar Fernández & Alejandro Quintela del Río, 1993. "Técnicas no paramétricas de estimación funcional, con observaciones dependientes," Investigaciones Economicas, Fundación SEPI, vol. 17(1), pages 143-163, January.
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More about this item
Keywords
Kernel Density Estimation; Locally Optimal data-driven bandwidths; α-Mixing processes; Cross-validation;All these keywords.
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