Binned modified cross–validation with dependent errors

DOI10.1080/03610929408831461MaRDI QIDQ4843852zbMATH OpenOpenAlexFDO

Authors

Publication date 17 August 1995

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929408831461

zbMATH Keywords

asymptotic mean squared errorautoregressive moving average processbinned databinned modified cross-validationmodified cross-validationnonparametric regression

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A cross-validatory method for dependent data
• A Flexible and Fast Method for Automatic Smoothing
• Asymptotic properties of the periodogram of a discrete stationary process
• Bandwidth choice for nonparametric regression
• Bandwidth selection for kernel estimate with correlated noise
• Comparison of two bandwidth selectors with dependent errors
• Double smoothing for kernelestimators in 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?)
• Kernel Regression Estimation Using Repeated Measurements Data
• Nonparametric curve estimation with time series errors
• Nonparametric estimation of a regression function with dependent observations
• Nonparametric regression with long-range dependence
• ON SPLINE SMOOTHING WITH AUTOCORRELATED ERRORS
• Strong consistency of least squares estimators in regression with correlated disturbances

Cited in

(3)

• Comparison of two bandwidth selectors with dependent errors
• Iterative bias correction of the cross-validation criterion
• MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS

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