Robustness properties of time series cross-validation /

It is very important to choose an appropriate bandwidth for a kernel estimator. An ideal bandwidth would be one that is determined only by the observed data, makes an estimator close to the true function, and is robust to mild deviations com the model assumptions. The TSW bandwidth proposed by Hart...

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Bibliographic Details

Main Author:	Lee, Cherng-Luen, 1966-
Format:	Thesis Book
Language:	English
Published:	[Place of publication not identified] : [publisher not identified] ; 1999.
Subjects:	Major statistics.
Online Access:	http://proxy.library.tamu.edu/login?url=http://search.proquest.com/docview/304561968?accountid=7082