A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression

DOI10.1081/SAC-200068387MaRDI QIDQ5697365zbMATH OpenFDO

Authors Seongbaek Yi

Publication date 17 October 2005

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SAC-200068387

zbMATH Keywords

improved Akaike information criterionnonparametric regressionone sided cross-validationtables

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Monte Carlo methods (65C05)

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Cites work

• A Flexible and Fast Method for Automatic Smoothing
• An Effective Bandwidth Selector for Local Least Squares Regression
• ASYMPTOTIC STABILITY OF THE OSCV SMOOTHING PARAMETER SELECTION
• Bandwidth choice for nonparametric regression
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• scientific article; zbMATH DE number 46694 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Nonparametric smoothing and lack-of-fit tests
• One-Sided Cross-Validation
• Regression and time series model selection in small samples
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion

Cited in

(3)

• Fully robust one-sided cross-validation for regression functions
• One-sided cross-validation for nonsmooth regression functions
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion

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