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  • Search: subject:"assessment of conditional bias and variance"
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assessment of conditional bias and variance 1 asymptotic normality 1 data-driven bandwidth selection 1 local polynomial fitting 1 relative error 1 varying-coefficient models 1
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Lee, Sik-Yum 1 Zhang, Wenyang 1
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Journal of Multivariate Analysis 1
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Variable Bandwidth Selection in Varying-Coefficient Models
Zhang, Wenyang; Lee, Sik-Yum - In: Journal of Multivariate Analysis 74 (2000) 1, pp. 116-134
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...
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