Fan, Jianqing; Huang, Li-Shan - In: Statistics & Probability Letters 43 (1999) 3, pp. 309-316
An effective bandwidth selection method for local linear regression is proposed in Fan and Gijbels [1995, J. Roy. Statist. Soc. Ser. B, 57, 371-394]. The method is based on the idea of the pre-asymptotic substitution and has been tested extensively. This paper investigates the rate of...