Averaging estimators for kernel regressions

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 171
Issue: C
Pages: 102-105

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper considers model averaging for kernel regressions. We construct a weighted average of the local constant and local linear estimators at each point of estimation. We propose a two-step cross-validation method for bandwidths and weights selection, and derive the rate of convergence of the cross-validation weights to their optimal benchmark values.

Technical Details

RePEc Handle
repec:eee:ecolet:v:171:y:2018:i:c:p:102-105
Journal Field
General
Author Count
1
Added to Database
2026-01-25