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baggingbwsel

Bagging Bandwidth Selection in Kernel Density and Regression Estimation

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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1.1 2026-04-09 windows/windows R-4.5 baggingbwsel_1.1.zip 616.3 KiB

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