Data-driven resistant kernel regression
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DOI: 10.1080/10485252.2024.2335494
Abstract: We investigate data-driven bandwidth selection within the confines of robust (resistant) kernel smoothing. While several approaches presently exist, they require user defined robustness parameters. We discuss identification issues within this setting and propose several tractable… read more here.
Keywords: resistant kernel; data driven; kernel regression; driven resistant ... See more keywords