4. Variance Estimation and Bandwidth Selection for Kernel Regression

  1. Michael G. Schimek
  1. Eva Herrmann

Published Online: 30 JAN 2012

DOI: 10.1002/9781118150658.ch4

Smoothing and Regression: Approaches, Computation, and Application

Smoothing and Regression: Approaches, Computation, and Application

How to Cite

Herrmann, E. (2000) Variance Estimation and Bandwidth Selection for Kernel Regression, in Smoothing and Regression: Approaches, Computation, and Application (ed M. G. Schimek), John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118150658.ch4

Editor Information

  1. Karl-Franzens-University of Graz, Austria, and University of Vienna, Austria

Author Information

  1. Technische Universität Darmstadt, Darmstadt, Germany

Publication History

  1. Published Online: 30 JAN 2012
  2. Published Print: 24 JUL 2000

ISBN Information

Print ISBN: 9780471179467

Online ISBN: 9781118150658

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Keywords:

  • variance estimation;
  • bandwidth selection;
  • kernel regression;
  • nonparametric variance estimators;
  • kernel regression estimators

Summary

This chapter contains sections titled:

  • Introduction

  • Nonparametric Variance Estimators

  • Bandwidth Choice for Kernel Regression Estimators