Kim, Tae Yoon; Park, Byeong U.; Moon, Myung Sang; Kim, Chiho - In: Journal of Multivariate Analysis 100 (2009) 7, pp. 1487-1497
For nonparametric regression model with fixed design, it is well known that obtaining a correct bandwidth is difficult when errors are correlated. Various methods of bandwidth selection have been proposed, but their successful implementation critically depends on a tuning procedure which...