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A simple adjustment for bandwidth snooping

Armstrong, Timothy B.; Kolesár, Michal - In: The review of economic studies 85 (2018) 2, pp. 732-765

Persistent link: https://www.econbiz.de/10011921437

A smoothed : distribution form of Nadaraya - Watson estimation

Bailey, Ralph W.; Addison, John T. - 2010

Persistent link: https://www.econbiz.de/10009374192

Nonparametric Kernel regression with multiple predictors and multiple shape constraints

Du, Pang; Parmeter, Christopher F.; Racine, Jeffrey - 2012

Persistent link: https://www.econbiz.de/10009612415

Optimal bandwidth selection for differences of nonparametric estimators with an application to the sharp regression discontinuity design

Arai, Yoichi; Ichimura, Hidehiko - 2013

We consider the problem of choosing two bandwidths simultaneously for estimating the difference of two functions at given points. When the asymptotic approximation of the mean squared error (AMSE) criterion is used, we show that minimisation problem is not well-defined when the sign of the...

Persistent link: https://www.econbiz.de/10009753169