Bandwidth selection for the local polynomial estimator under dependence: A simulation study |
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| Authors: | Mario Francisco-Fernández Juan M. Vilar-Fernández |
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| Affiliation: | 1. Departamento de Matemáticas, Facultad de Informática, Universidad de A Coru?a, Campus de Elvi?ia, s/n, 15071, A Coru?a, SPAIN
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| Abstract: | Summary Seven of the most popular methods for bandwidth selection in regression estimation are compared by means of a thorough simulation study, when the local polynomial estimator is used and the observations are dependent. The study is completed with two plug-in bandwidths for the generalized local polynomial estimator proposed by Vilar-Fernandez & Francisco-Fernández (2002). |
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| Keywords: | Local Polynomial Fitting Dependent Data Bandwidth Selection |
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