Bandwidth selection in multivariate kernel density estimation has received considerable attention. In addition to classical methods of bandwidth selection, such as plug-in and cross-validation methods, Bayesian approaches have also been previously investigated. Bayesian estimation of adaptive...

This paper is concerned with the conditional bias and variance of local quadratic regression to the multivariate predictor variables. Data sharpening methods of nonparametric regression were first proposed by Choi, Hall, Roussion. Recently, a data sharpening estimator of local linear regression...