A bandwidth selection method is proposed for local linear regression. Our approach is to combine the ideas of optimal bandwidth selection of Hall et al.(1991) in kernel density estimation, and use of direct bias and variance in Fan and Gijbels (1995) for local linear regression. We show that the bandwidth selector has an optimal relative rate of convergence of n-1/2 with n the sample size.

Denote by Mnthe set of n ×ncomplex matrices. Let f:Mn→[0, ∞)be a continuous map such that f(μUAU∗) =f(A)for any complex unit μ, A ∈Mnand unitary U∈Mn, f(X) =0if and only if X=0and the induced map t →f(tX)is monotonically increasing on [0, ∞)for any rank onenilpotent X∈Mn. Characterization is given for surjective maps φon Mnsatisfying f(AB−BA) =f(φ(A)φ(B) −φ(B)φ(A)). The general theorem isthen used to deduce results on special cases when the function is the pseudo spectrum and the pseudo spectral radius.

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In this paper, results on removable singularities for analytic functions, harmonic functions and subharmonic functions by Besicovitch, Carleson, and Shapiro are extended. In each theorem, we need not assume that$f$has the global property at any point, so we are able to allow dense sets of singularities. We do not state our results in terms of exceptional sets, but each one leads to a series of results implying that certain sets are removable for appropriate classes of functions.

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