Overfitting and biases in nonparametric kernel regressions using cross-validated bandwidths : a cautionary note
Thomas A. Mroz ; Timothy H. Savage
| Year of publication: |
1998
|
|---|---|
| Authors: | Mroz, Thomas A. ; Savage, Timothy H. |
| Publisher: |
Chapel Hill, NC |
| Subject: | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | 16 Sp |
|---|---|
| Series: | Working paper series / Department of Economics, University of North Carolina. - Chapel Hill, NC, ZDB-ID 2123742-6. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000995153