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~institution:"Department of Econometrics and Business Statistics, Monash Business School"
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Heteroscedasticity
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kernel smoothing
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local linear regression
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plug-in bandwidth
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variable bandwidth
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Hyndman, Rob J
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Li, Zinai
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Ye, Azhong
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Department of Econometrics and Business Statistics, Monash Business School
Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Fraunhofer-Institut für System- und Innovationsforschung (ISI), Fraunhofer-Gesellschaft
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HAL
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Institute for Prospective Technological Studies (IPTS), Joint Research Centre
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Tinbergen Instituut
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University of Bonn, Germany
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Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity
Ye, Azhong
;
Hyndman, Rob J
;
Li, Zinai
-
Department of Econometrics and Business Statistics, …
-
2006
to obtain practical direct
plug-in
bandwidth selectors for heteroscedastic regression in one and two dimensions. We show …
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