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- W2963952039 abstract "Nonparametric density and regression estimators commonly depend on a bandwidth. The asymptotic properties of these estimators have been widely studied when bandwidths are non stochastic. In practice, however, in order to improve finite sample performance of these estimators, bandwidths are selected by data driven methods, such as cross-validation or plug-in procedures. As a result, nonparametric estimators are usually constructed using stochastic bandwidths. In this article, we establish the asymptotic equivalence in probability of local polynomial regression estimators under stochastic and nonstochastic bandwidths. Our result extends previous work by Boente and Fraiman (1995) and Ziegler (2004)." @default.
- W2963952039 created "2019-07-30" @default.
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- W2963952039 date "2012-03-15" @default.
- W2963952039 modified "2023-09-25" @default.
- W2963952039 title "On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths" @default.
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- W2963952039 doi "https://doi.org/10.1080/03610926.2010.535632" @default.
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