Empirical-bias bandwidths for local polynomialnonparametric regression and density estimationDavid

@inproceedings{Ruppert1997EmpiricalbiasBF,
  title={Empirical-bias bandwidths for local polynomialnonparametric regression and density estimationDavid},
  author={David Ruppert},
  year={1997}
}
A data-based local bandwidth selector is proposed for nonparametric regression by local tting of polynomials. The estimator, called the empirical-bias bandwidth selector (EBBS), is rather simple and easily allows multivariate predictor variables and estimation of any order derivative of the regression function. EBBS minimizes an estimate of mean square error consisting of a squared bias term plus a variance term. The variance term used is exact, not asymptotic, though it involves the conditonal… CONTINUE READING