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...

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Bibliographic Details
Published in:	Proceedings
Main Authors:	Daniel Barreiro-Ures, Ricardo Cao, Mario Francisco-Fernández
Format:	Article
Language:	English
Published:	MDPI AG 2018-09-01
Subjects:	nonparametric regression bandwidth Big Data cross-validation subsampling
Online Access:	http://www.mdpi.com/2504-3900/2/18/1166

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