On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
Work
Year: 1995
Type: article
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. ... more
Source: The Annals of Statistics
Cites: 28
Cited by: 75
Related to: 10
FWCI:
Citation percentile (by year/subfield): 89.43
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze