statsmodels.nonparametric.kernel_regression.KernelCensoredReg.aic_hurvich

KernelCensoredReg.aic_hurvich(bw, func=None)

Computes the AIC Hurvich criteria for the estimation of the bandwidth.

Parameters:

bw (str or array_like) – See the bw parameter of KernelReg for details.

Returns:

  • aic (ndarray) – The AIC Hurvich criteria, one element for each variable.

  • func (None) – Unused here, needed in signature because it’s used in cv_loo.

References

See ch.2 in [1] and p.35 in [2].