Biased crossvalidation for a kernel regression estimator and its derivatives
Year of publication: |
1989
|
---|---|
Authors: | Härdle, Wolfgang ; Carroll, Raymond J. |
Institutions: | Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn (contributor) ; Deutsche Forschungsgemeinschaft (contributor) |
Publisher: |
Bonn : Sonderforschungsbereich 303, Rheinische Friedrich-Wilhelms-Univ. |
Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Derivat | Derivative | Systematischer Fehler | Bias |
-
Estimation and inference in predictive regressions
Kurozumi, Eiji, (2013)
-
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B., (2015)
-
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena, (2016)
- More ...
-
Härdle, Wolfgang, (1990)
-
The interplay between statistics and computing in data analysis
Härdle, Wolfgang, (1989)
-
Symmetrized nearest neighbor regression estimates
Carroll, Raymond J., (1987)
- More ...