Some asymptotic theory for variance function smoothing
Abstract
A practical method is discussed for determining the amount of smoothing when using the kernel method in nonparametric estimation of smooth curves. Simple selection of the smoothing parameter is suggested. Both homoscedastic and heteroscedastic regression models are considered.
Keywords: Asymptotic, Smoothing, Kernel, Bandwidth, Bias, Variance, Mean squared error, Homoscedastic, Heteroscedastic.
> East African Journal of Statistics Vol. 1 (1) 2005: pp. 9-22
Published
2007-07-17
Issue
Section
Articles
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