Adaptive Bandwidth Choice for Kernel Regression

References

• Chiu , S. 1990 . “On the Asymptotic Distribution of Bandwidth Estimates,” . The Annals of Statistics , 18 : 1696 – 1711 .
   Web of Science ®Google Scholar
• Eubank , R. L. 1988 . Spline Smoothing and Nonparametric Regression , New York : Marcel Dekker .
   Google Scholar
• Eubank , R. L. and Schucany , W. R. 1990 . “Adaptive Bandwidth Choice for Kernel Regression,” , Southern Methodist University, Dept. of Statistical Science . technical report
   Google Scholar
• Fan , J. 1992 . “Design-adaptive Nonparametric Regression,” . Journal of the American Statistical Association , 87 : 998 – 1004 .
   Web of Science ®Google Scholar
• Gasser , T. and Müller , H.-G. 1979 . “Kernel Estimation of Regression Functions,” . In Smoothing Techniques in Curve Estimation, Lecture Notes in Mathematics , Vol. 757 , Heidelberg : Springer-Verlag .
   Google Scholar
• Gasser , T. , Müller , H.-G. and Mammitzsch , V. 1985 . “Kernels for Nonparametric Curve Estimation,” . Journal of the Royal Statistical Society , 47 : 238 – 252 . Ser. B
   Google Scholar
• Gasser , T. , Sroka , L. and Jennen-Steinmetz , C. 1986 . “Residual Variance and Residual Pattern in Nonlinear Regression,” . Biometrika , 73 : 123 – 127 .
   Web of Science ®Google Scholar
• Hall , P. , Kay , J. W. and Titterington , D. M. 1990 . “Asymptotically Optimal Difference Based Estimation of Variance in Nonparametric Regression,” . Biometrika , 77 : 521 – 528 .
   Web of Science ®Google Scholar
• Hall , P. and Marron , S. 1990 . “On Variance Estimation in Nonparametric Regression,” . Biometrika , 77 : 415 – 419 .
   Web of Science ®Google Scholar
• Hall , P. and Schucany , W. R. 1989 . “A Local Cross-Validation Algorithm,” . Statistics and Probability Letters , 8 : 109 – 117 .
   Web of Science ®Google Scholar
• Härdle , W. 1990 . Applied Nonparametric Regression , New York : Cambridge University Press .
   Google Scholar
• Härdle , W. and Bowman , A. W. 1988 . “Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands,” . Journal of the American Statistical Association , 83 : 102 – 110 .
   Web of Science ®Google Scholar
• Hastie , T. and Loader , C. 1993 . “Local Regression: Automatic Kernel Carpentry” . Statistical Science , 8 : 120 – 143 . (with discussion)
   Web of Science ®Google Scholar
• Mielniczuk , J. , Sarda , P. and Vieu , P. 1989 . “Local Data-Driven Bandwidth Choice for Density Estimation,” . Journal of Statistical Planning and Inference , 23 : 53 – 69 .
   Web of Science ®Google Scholar
• Müller , H.-G. 1985 . “Empirical Bandwidth Choice for Nonparametric Kernel Regression by Means of Pilot Estimators,” . Statistics and Decisions , 2 : 193 – 206 .
   Google Scholar
• Müller , H.-G. 1987 . “Weighted Local Regression and Kernel Methods for Nonparametric Curve Fitting,” . Journal of the American Statistical Association , 82 : 231 – 238 .
   Web of Science ®Google Scholar
• Müller , H.-G. 1988 . Nonparametric Regression Analysis of Longitudinal Data , Heidelberg : Springer-Verlag .
   Google Scholar
• Müller , H.-G. 1991 . “Smooth Optimum Kernel Estimators Near Endpoints,” . Biometrika , 78 : 521 – 530 .
   Web of Science ®Google Scholar
• Priestly , M. B. and Chao , M. T. 1972 . “Nonparametric Function Fitting,” . Journal of the Royal Statistical Society , 34 : 385 – 392 . Ser. B
   Google Scholar
• Schucany , W. R. 1989 . “Locally Optimal Window Widths for Kernel Density Estimation With Large Samples,” . Statistics and Probability Letters , 7 : 401 – 405 .
   Web of Science ®Google Scholar
• Seifert , B. , Gasser , T. and Wolf , A. 1993 . “Nonparametric Estimation of Residual Variance Revisited,” . Biometrika , 80 : 373 – 383 .
   Web of Science ®Google Scholar
• Serfling , R. 1980 . Approximation Theorems of Mathematical Statistics , New York : John Wiley .
   Google Scholar
• Staniswalis , J. G. 1989 . “Local Bandwidth Selection for Kernel Estimates,” . Journal of the American Statistical Association , 84 : 284 – 288 .
   Web of Science ®Google Scholar
• Stuetzle , W. and Mittal , Y. 1979 . “Some Comments on the Asymptotic Behavior of Robust Smoothers,” . In Smoothing Techniques for Curve Estimation , Edited by: Gasser , T. and Rosenblatt , M. 191 – 195 . Heidelberg : Springer-Verlag .
   Google Scholar
• Vieu , P. 1989 . “Nonparametric Regression: Optimal Local Bandwidth Choice,” . Journal of the Royal Statistical Society , 53 : 453 – 464 . Ser. B
   Google Scholar
• Wahba , G. 1990 . Spline Models for Observational Data , Philadelphia : SIAM .
   Google Scholar