An Autocorrelation Criterion for Bandwidth Selection in Nonparametric Regression (English)
- New search for: Braun, W. J.
- New search for: Rousson, V.
- New search for: Braun, W. J.
- New search for: Rousson, V.
In:
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
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68
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89-101
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2000
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ISSN:
- Article (Journal) / Print
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Title:An Autocorrelation Criterion for Bandwidth Selection in Nonparametric Regression
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Contributors:Braun, W. J. ( author ) / Rousson, V. ( author )
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Published in:JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION ; 68 ; 89-101
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Publisher:
- New search for: GORDON & BREACH / HARWOOD ACADEMIC PUBLISHING
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Publication date:2000-01-01
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Size:13 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 519.5
- Further information on Dewey Decimal Classification
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Classification:
DDC: 519.5 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 68
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Numerical evaluation of singular multivariate normal distributionsGenz, Alan / Kwong, Koon-Shlng. et al. | 2000
- 1
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Editorial board| 2000
- 23
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Stochastic search variable selection for log-linear modelsNtzoufras, Ioannis / Forster, Jonathan J. / Dellaportas, Petros et al. | 2000
- 39
-
Evaluation of robinson's (1994) Tests in finite samplesGil-Alana, L. A. et al. | 2000
- 65
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Multiscale detection and location of multiple variance changes in the presence of long memoryWhitcher, Brandon / Guttorp, Peter / Percival, Donald B. et al. | 2000
- 89
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An autocorrelation criterion for bandwidth selection in nonparametric regressionBraun, W. John / Rousson, Valentin et al. | 2000
- 103
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Interacting Neighbour Point Processes: Some Models for ClusteringGrabarnik, P. et al. | 2001
- 127
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A Suggested Computational Procedure to Peizer and Pratt's Approximation to the Incomplete Beta and Gamma RatiosYounan, W.Y. et al. | 2001
- 135
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A Bayesian Alternative to the Sign Test in the Presence of TiesWilliamson, P.P. et al. | 2001
- 153
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Approximations to the Distribution of Weighted Combination of Independent ProbabilitiesBhoj, D.S. et al. | 2001
- 161
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A Poisson-Gamma Model for Two-Stage Cluster Sampling DataGeoffroy, P. et al. | 2001
- 173
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Improved Estimation of the Correlation Coefficient in a Bivariate Exponential DistributionBalakrishnan, N. et al. | 2001
- 185
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Prediction Intervals for FARIMA Processes by Bootstrap MethodsBisaglia, L. et al. | 2001
- 203
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Data Driven Versions of Neyman's Test for Uniformity Based on Bayesian RuleBogdan, M. et al. | 2001
- 223
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Exact Bayesian Inference for Normal Hierarchical ModelsEverson, P.J. et al. | 2001
- 243
-
Bootstrap Methods for the Nonparametric Assessment of Population Bioequivalence and Similarity of DistributionsCzado, C. et al. | 2001
- 281
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Testing the Adequacy of a Linear Model Via Critical SmoothingHuang, L.-S. et al. | 2001
- 295
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Estimating the Variance of the Sample MedianPrice, R.M. et al. | 2001
- 307
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Sample Size Considerations and Augmentation of Computer ExperimentsSahama, T.R. et al. | 2001
- 321
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Assessment of Forecasts and Forecast Uncertainty Using Generalized Linear Regression Models for Time Series Count DataVijapurkar, U.P. et al. | 2001
- 351
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Bootstrapped Johansen Tests for Cointegration Relationships: A Graphical AnalysisMantalos, P. et al. | 2001
- 373
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Smoothing Spline and Kernel Estimation of a Probit FunctionTahsoh, J.T. et al. | 2001
- 391
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Heteroskedasticity-Consistent Covariance Matrix Estimation: White's Estimator and the BootstrapCribari-Neto, F. et al. | 2001