Hengartner, Nicolas W.; Wegkamp, Marten H.; … - In: Journal of the Royal Statistical Society Series B 64 (2002) 4, pp. 791-804
The paper presents a general strategy for selecting the bandwidth of nonparametric regression estimators and specializes it to local linear regression smoothers. The procedure requires the sample to be divided into a training sample and a testing sample. Using the training sample we first...
