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Locally Adaptive Bandwidth Choice for Kernel Regression Estimators
Brockmann, Michael; Gasser, Theo; Herrmann, Eva - In: Journal of the American Statistical Association : JASA 88 (1993) 424, pp. 1302-1309
Persistent link: https://www.econbiz.de/10006638764
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Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency
Fan, Jianqing; Gasser, Theo; Gijbels, Irène; … - In: Annals of the Institute of Statistical Mathematics 49 (1997) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10005760151
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Local polynomial regression: optimal kernels and asymptotic minimax efficiency
Fan, Jianqing; Gasser, Theo; Gijbels, Irene; Brockmann, … - In: Annals of the Institute of Statistical Mathematics : AISM 49 (1997) 1, pp. 79-100
Persistent link: https://www.econbiz.de/10007368454
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On the aggregation of risk
Brockmann, Michael; Kalkbrener, Michael - In: Journal of risk 12 (2009/10) 3, pp. 45-68
Persistent link: https://www.econbiz.de/10003970189