Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
We consider automatic data‐driven density, regression and autoregression estimates, based on any random bandwidth selector h/T. We show that in a first‐order asymptotic approximation they behave as well as the related estimates obtained with the “optimal” bandwidth hT as long as hT/hT → 1 in probabi...
Guardado en:
Autores principales: | Boente, G., Fraiman, R. |
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Formato: | JOUR |
Materias: | |
Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_03195724_v23_n4_p383_Boente |
Aporte de: |
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