An efficient cross-validation algorithm for window width selection in the context of nonparametric kernel estimation of a conditional mean
By: J. Racine.
Series: Working paper series / Dept. of Economics, York University -- no. 91-9
Publisher: Dept. of Economics, York University
Published: 1991
Place of publication: Toronto, Ont
Language: eng
Subjects: Estimation theory; Nonparametric statistics
Notes: Includes bibliographical references.