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Bandwidth selection for local linear regression: A simulation study

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An Erratum to this article was published on 01 July 2000

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Summary

This paper provides a simulation study of several popular bandwidth selectors for local linear regression. The study also includes two new selectors which couple the non-asymptotic plug-in and the unbiased risk estimation techniques. These two new selectors are simple to describe, easy to implement and performed very well in our simulation study.

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Change history

  • 11 September 2000

    Due to a mix up a few lines of authors’ working notes were included in the article (page 530). These lines should be ignored and the remainder of the article is the correct final version.

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Acknowledgment

Most of the work was done while the first author was with the Department of Statistics, Macquarie University. The authors thank Steve Marron, three anonymous referees and an associate editor for many helpful comments, and Matt Wand for providing a preprint of Wand & Gutierrez (1997). The work was partially supported by an Australian Research Council grant. This document was prepared using computer facilities supported in part by National Science Foundation Grant DMS 89-05292 awarded to the Department of Statistics at The University of Chicago, and by The University of Chicago Block Fund.

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Authors and Affiliations

  1. Department of Statistics, The University of Chicago, 5734 S. University Avenue, Chicago, Illinois, 60637, USA

    Thomas C. M. Lee

  2. Department of Statistics, Macquarie University, Sydney, NSW, 2109, Australia

    Victor Solo

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  1. Thomas C. M. Lee
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  2. Victor Solo
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Lee, T.C.M., Solo, V. Bandwidth selection for local linear regression: A simulation study. Computational Statistics 14, 515–532 (1999). https://doi.org/10.1007/s001800050029

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