Fully robust one-sided cross-validation for regression functions

DOI10.1007/S00180-017-0713-7MaRDI QIDQ154557zbMATH OpenOpenAlexFDO

Authors Olga Savchuk, Jeffrey D. Hart, Olga Y. Savchuk, J. D. Hart

Publication date 27 February 2017

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-017-0713-7

zbMATH Keywords

cross-validationbandwidth selectionlocal linear estimatormean average squared errorone-sided cross-validation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• One-sided cross-validation for nonsmooth density functions
• One-sided cross-validation for nonsmooth regression functions
• One-Sided Cross-Validation
• On robust cross-validation for nonparametric smoothing
• Cross-validation in nonparametric regression with outliers

Cites work

• scientific article; zbMATH DE number 469336 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression
• A review and comparison of bandwidth selection methods for kernel regression
• An Effective Bandwidth Selector for Local Least Squares Regression
• Applied Linear Regression
• Consistent nonparametric regression. Discussion
• Corrigendum
• Do-Validation for Kernel Density Estimation
• Further theoretical and practical insight to the do-validated bandwidth selector
• Indirect cross-validation for density estimation
• One-Sided Cross-Validation
• One-sided cross-validation for nonsmooth regression functions
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Robustness of one-sided cross-validation to autocorrelation

Cited in

(6)

• Robustness of one-sided cross-validation to autocorrelation
• OSCV
• One-sided cross-validation for nonsmooth regression functions
• One-sided cross-validation for nonsmooth density functions
• Cross-validation in nonparametric regression with outliers
• One-Sided Cross-Validation

Describes a project that uses

Uses Software

• KernSmooth
• alr3
• UCI

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