For the random design nonparametric regression, cross-validation is a popular bandwidth selector. It is constructed by using the criterion of "weighted" integrated ...

Linear regression remains a cornerstone of statistical analysis, offering a framework for modelling relationships between a dependent variable and one or more independent predictors. Over the past ...

The performance of multivariate kernel density estimates depends crucially on the choice of bandwidth matrix, but progress towards developing good bandwidth matrix selectors has been relatively slow.