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A cross-validation approach to bandwidth selection for a kernel-based estimate of the density of a conditional expectation

Athanassios N. Avramidis. A cross-validation approach to bandwidth selection for a kernel-based estimate of the density of a conditional expectation. In S. Jain, Roy R. Creasey Jr., Jan Himmelspach, K. Preston White, Michael C. Fu, editors, Winter Simulation Conference 2011, WSC'11, Phoenix, AZ, USA, December 11-14, 2011. pages 439-443, WSC, 2011. [doi]

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