A comparison of bandwidth selectors for moderate degree local polynomial regression
摘要
This paper presents a direct-plug-in bandwidth selector for local quadratic regression and local cubic regression, leveraging existing theoretical frameworks. Through extensive simulation studies, the performance of the proposed selector is evaluated using the Mean Squared Error (MSE) and Mean Absolute Error (MAE) criteria, in comparison with established methods. Additionally, empirical coverage of confidence intervals is analyzed to further assess its effectiveness. Practical applications of the methods are illustrated using wildfire rate of spread data.