FUNCTION ESTIMATION USING DATA-ADAPTIVE KERNEL SMOOTHERS — HOW MUCH SMOOTHING?

K. S. Riedel and A. Sidorenko
Additional contact information
K. S. Riedel: Courant Institute, New York University, 251 Mercer St., New York, NY 10012-1185, USA
A. Sidorenko: Courant Institute, New York University, 251 Mercer St., New York, NY 10012-1185, USA

Chapter 10 in Quantitative Analysis in Financial Markets:Collected Papers of the New York University Mathematical Finance Seminar, 1999, pp 255-270 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Bias-Versus-Variance Trade-offLocal Error and Optimal KernelsHow to Select the HalfwidthPlug-in-Derivative Estimates of the Local HalfwidthData-adaptive SmoothingFurther ReadingAcknowledgmentsReferences

Date: 1999
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789812812599_0010 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789812812599_0010 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789812812599_0010

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().