Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062)

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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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