baggingbwsel
Bagging Bandwidth Selection in Kernel Density and Regression Estimation
v1.1
·
Jul 27, 2024
·
GPL-3
Description
Bagging bandwidth selection methods for the Parzen-Rosenblatt and Nadaraya-Watson estimators. These bandwidth selectors can achieve greater statistical precision than their non-bagged counterparts while being computationally fast. See Barreiro-Ures et al. (2020) <doi:10.1093/biomet/asaa092> and Barreiro-Ures et al. (2021) <doi:10.48550/arXiv.2105.04134>.
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