Optimal smoothing parameter selection in single-index model derivative estimation

Article Properties
  • Language
    English
  • DOI (url)
    10.1080/07474938.2024.2344106
  • Publication Date
    2024/04/25
  • Journal
    Econometric Reviews
  • Indian UGC (journal)
  • Refrences
    18
  • Shuang Yao Economics and Management School, Wuhan University, Wuhan, China
  • Guannan Liu Department of Statistics and Data Science, School of Economics, and Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, China ORCID (unauthenticated)
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Statistics
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Refrences
Title Journal Journal Categories Citations Publication Date
Cross-validated local linear nonparametric regression 2004
Optimal Bandwidth Selection in Nonparametric Regression Function Estimation The Annals of Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 249 1985
Cross-Validation and the Estimation of Conditional Probability Densities Journal of the American Statistical Association
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 293 2004
Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors Review of Economics and Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 126 2007
A Flexible and Fast Method for Automatic Smoothing Journal of the American Statistical Association
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 96 1991