We introduce and compare several robust procedures for bandwidth selection when estimating the variance function. These bandwidth selectors are to be used in combination with the robust scale estimates introduced by Boente et al. (2010a). We consider two different robust cross-validation...

This article applies recently developed nonparametric kernel regression estimation methods to quantify the conditional distribution of motion picture earnings. The nonparametric, data-driven approach allows the full range of relations among variables to be captured, including nonlinearities that...

The varying-coefficient model is an attractive alternative to the additive and other models. One important method in estimating the coefficient functions in this model is the local polynomial fitting approach. In this approach, the choice of bandwidth is crucial. If the unknown curve is spatial...