Heiler, Siegfried; Feng, Yuanhua - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 1997
selector performs very well, and it performs uniformly better than a double smoothing bandwidth selector using a difference …A bandwidth selector for local polynomial fitting is proposed following the bootstrap idea, which is just a double … smoothing bandwidth selector with a bootstrap variance estimator, defined as the mean squared residuals of a pilot estimate. No …