Statistical Papers

, Volume 35, Issue 1, pp 17–26 | Cite as

Asymptotic distribution of bandwidth selectors in kernel regression estimation

  • E. Herrmann


Gasser, Kneip and Köhler (1991) proposed a fast and flexible procedure for automatic bandwidth selection in kernel regression estimation. This article describes this method and additionally derives the joint asymptotic normal distribution of this bandwidth selector with the realizationwise optimal bandwidth.


Nonparametric Regression Kernel Estimator Optimal Bandwidth Bandwidth Selection Epanechnikov Kernel 


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Copyright information

© Springer-Verlag 1994

Authors and Affiliations

  • E. Herrmann
    • 1
  1. 1.Fachbereich MathematikTechnische Hochschule DarmstadtDarmstadt

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