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Matches in SemOpenAlex for { <https://semopenalex.org/work/W1969388610> ?p ?o ?g. }

• W1969388610 abstract "We analyse methods based on the block bootstrap and leave-out cross-validation, for choosing the bandwidth in nonparametric regression when errors have an almost arbitrarily long range of dependence. A novel analytical device for modelling the dependence structure of errors is introduced. This allows a concise theoretical description of the way in which the range of dependence affects optimal bandwidth choice. It is shown that, provided block length or leave-out number, respectively, are chosen appropriately, both techniques produce first-order optimal bandwidths. Nevertheless, the block bootstrap has far better empirical properties, particularly under long-range dependence." @default.
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• W1969388610 date "1995-12-01" @default.
• W1969388610 modified "2023-10-16" @default.
• W1969388610 title "On bandwidth choice in nonparametric regression with both short- and long-range dependent errors" @default.
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• W1969388610 doi "https://doi.org/10.1214/aos/1034713640" @default.
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