Title

Local Influence on Bandwidth Estimation for Kernel Smoothing

Publication Type

Journal Article

Publication Date

2001

Abstract

Examines the problem of assessing local influence on the optimal bandwidth estimation in kernel smoothing based on cross validation. Role of the bandwidth for kernel smoothing in the model fitting; Applications of the proposed diagnostic; Discussion on the perturbation scheme.

Discipline

Economics

Research Areas

Econometrics

Publication

Journal of Statistical Computation and Simulation

Volume

70

Issue

4

First Page

349

Last Page

370

ISSN

0094-9655

Identifier

10.1080/00949650108812127

Publisher

Taylor and Francis

Additional URL

http://dx.doi.org/10.1080/00949650108812127

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