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Bandwidth selection in nonparametric estimator of density derivative by smoothed cross-validation method

✍ Scribed by A. V. Dobrovidov; I. M. Ruds’ko

Book ID
110153057
Publisher
SP MAIK Nauka/Interperiodica
Year
2010
Tongue
English
Weight
398 KB
Volume
71
Category
Article
ISSN
0005-1179

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In this paper, the asymptotic optimality of the cross validation bandwidth selector for the local polynomial fitting under strongly mixing dependence is obtained. The asymptotic normality of the bandwidth selected by the cross-validation method is derived, which is an extension of W.