statsmodels.nonparametric.kernel_regression.KernelReg.aic_hurvich¶

KernelReg.aic_hurvich(bw, func=None)[source]¶

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].