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  • Search: subject:"Nonparametric variance estimation"
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Year of publication
Subject
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Nonparametric variance estimation 4 Bandwidth selection 3 Bootstrap 3 Double smoothing 3 Local polynomial fitting 3 Theorie 2 Zeitreihenanalyse 2 Coding schemes 1 Conditional independence 1 Gibbs point processes 1 Random fields 1 Theory 1 Time series analysis 1
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Online availability
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Free 3 Undetermined 1
Type of publication
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Book / Working Paper 3 Article 1
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2 Undetermined 2
Author
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Feng, Yuanhua 3 Heiler, Siegfried 3 Pallini, Andrea 1
Institution
All
Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1
Published in...
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Discussion Papers, Series II 1 Diskussionsbeiträge - Serie II 1 Statistical Methods and Applications 1
Source
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RePEc 2 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 4 of 4
Cover Image
A bootstrap bandwidth selector for local polynomial fitting
Heiler, Siegfried; Feng, Yuanhua - 1997
A bandwidth selector for local polynomial fitting is proposed following the bootstrap idea, which is just a double smoothing bandwidth selector with a bootstrap variance estimator, defined as the mean squared residuals of a pilot estimate. No simulated resampling is required in this context,...
Persistent link: https://www.econbiz.de/10010397967
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Cover Image
A bootstrap bandwidth selector for local polynomial fitting
Heiler, Siegfried; Feng, Yuanhua - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 1997
A bandwidth selector for local polynomial fitting is proposed following the bootstrap idea, which is just a double smoothing bandwidth selector with a bootstrap variance estimator, defined as the mean squared residuals of a pilot estimate. No simulated resampling is required in this context,...
Persistent link: https://www.econbiz.de/10010958420
Saved in:
Cover Image
A bootstrap bandwidth selector for local polynomial fitting
Heiler, Siegfried; Feng, Yuanhua - 1997
A bandwidth selector for local polynomial fitting is proposed following the bootstrap idea, which is just a double smoothing bandwidth selector with a bootstrap variance estimator, defined as the mean squared residuals of a pilot estimate. No simulated resampling is required in this context,...
Persistent link: https://www.econbiz.de/10009675761
Saved in:
Cover Image
Resampling configurations of points through coding schemes
Pallini, Andrea - In: Statistical Methods and Applications 9 (2000) 1, pp. 159-182
Persistent link: https://www.econbiz.de/10008497251
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