Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062)
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English | Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors |
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Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (English)
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1991
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data-driven procedure
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linear estimates
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heteroskedastic errors
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model selection problems
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nonparametric regression estimation
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series estimators
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nearest-neighbor estimators
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local regression estimators
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generalized cross-validation
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asymptotically optimal
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nearest-neighbor estimation
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