statsmodels.nonparametric.kernel_regression.KernelReg.aic_hurvich

method

KernelReg.aic_hurvich(bw, func=None)

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

Parameters

bwstr or array_like

See the bw parameter of KernelReg for details.

Returns

aicndarray

The AIC Hurvich criteria, one element for each variable.

funcNone

Unused here, needed in signature because it’s used in cv_loo.

References

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