Bandwidth Selection in Nonparametric Regression with Large Sample Size
In the context of nonparametric regression estimation, the behaviour of kernel methods such as the Nadaraya-Watson or local linear estimators is heavily influenced by the value of the bandwidth parameter, which determines the trade-off between bias and variance. This clearly implies that the selecti...
| Published in: | Proceedings |
|---|---|
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-09-01
|
| Subjects: | |
| Online Access: | http://www.mdpi.com/2504-3900/2/18/1166 |