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 simulated resampling is required in this context,...

A data-driven optimal decomposition of time series with trend-cyclical and seasonal components as well as the estimation of derivatives of the trend-cyclical is considered. The time series is smoothed by locally weighted regression with polynomials and trigonometric functions as local...

This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of mean summed square error. Simulation results show that the plug-in bandwidths perform well, relative to cross-validated bandwidths, in non-uniform designs. We further find that...