Locally Adaptive Bandwidth Choice for Kernel Regression Estimators
核回归估计的局部自适应带宽选择
Kernel estimators with a global bandwidth are commonly used to estimate regression functions. On the other hand, it is obvious that the choice of a local bandwidth can lead to better results, because a larger class of kernel estimators is available. Evidently, this may in turn affect variability. The optimal bandwidths depend essentially on the regression function itself and on the residual variance, and it is desirable to estimate them from the data. In this article, a…