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Bandwidth Selection for Changepoint Estimation in Nonparametric Regression

✍ Scribed by Gijbels, Irène; Goderniaux, Anne-Cécile

Book ID
127047286
Publisher
American Statistical Association
Year
2004
Tongue
English
Weight
409 KB
Volume
46
Category
Article
ISSN
0040-1706

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On bandwidth selection for nonparametric
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## Abstract Nonparametric estimation of the distribution function of the annual maxima (AM) flood series is considered. In practice, the good behaviour of the nonparametric estimators depends heavily on the smoothing parameter or bandwidth. Nowadays, there exist only two (optimal under a mathematic