Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression

DOI10.1214/AOS/1030563988zbMath0932.62047OpenAlexW1990751459MaRDI QIDQ1807078

Didier A. Girard

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1030563988

zbMATH Keywords

regularizationcross-validationbandwidth selectionnonparametric regressiongeneralized cross-validationfast randomized versions of GCVpartial cross-validation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (11)

On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation ⋮ Stochastic approximation of score functions for Gaussian processes ⋮ Local adaptive smoothing in kernel regression estimation ⋮ Model building with likelihood basis pursuit ⋮ Bootstrap bandwidth selection method for local linear estimator in exponential family models ⋮ A survey of cross-validation procedures for model selection ⋮ Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression ⋮ On bandwidth selection problems in nonparametric trend estimation under martingale difference errors ⋮ Copula Density Estimation by Total Variation Penalized Likelihood ⋮ Parameter Choices for Fast Harmonic Spline Approximation ⋮ Smoothing spline ANOVA models for large data sets with Bernoulli observations and the randomized GACV.

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bandwidth choice for nonparametric regression
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Optimal bandwidth selection in nonparametric regression function estimation
• A central limit theorem for generalized quadratic forms
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• From Stein's unbiased risk estimates to the method of generalized cross- validation
• Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
• A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
• Asymptotic optimality of the fast randomized versions of GCV and \(C_ L\) in ridge regression and regularization
• Asymptotics for least squares cross-validation bandwidths in nonsmooth cases
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Ordered linear smoothers
• On adaptive smoothing in partial linear models
• The fast Monte-Carlo cross-validation and \(C_L\) procedures: Comments, new results and application to image recovery problems. (With discussions)
• Better Bootstrap Confidence Intervals
• Optimal Regularized Reconstruction in Computerized Tomography
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters
• Preaveraged Localized Orthogonal Polynomial Estimators for Surface Smoothing and Partial Differentiation
• The Computation of Generalized Cross-Validation Functions Through Householder Tridiagonalization with Applications to the Fitting of Interaction Spline Models
• Interaction Splines with Regular Data: Automatically Smoothing Digital Images
• Some Comments on C P
• A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines

This page was built for publication: Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression