On the consistency of cross-validation in kernel nonparametric regression
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 1506426
- Consistency for cross-validated nearest neighbor estimates in nonparametric regression
- Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function
- scientific article; zbMATH DE number 3974078
- On cross-validation in kernel and partitioning regression estimation.
Cited in
(33)- Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain
- scientific article; zbMATH DE number 2104212 (Why is no real title available?)
- Robust plug-in bandwidth estimators in nonparametric regression
- scientific article; zbMATH DE number 774843 (Why is no real title available?)
- THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS
- Adaptive estimation of autoregressive models with time-varying variances
- Adaptive Inference in Heteroscedastic Fractional Time Series Models
- On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
- Cross-validation for change-point regression: pitfalls and solutions
- Testing linear operator constraints in functional response regression with incomplete response functions
- Goodness-of-fit methods for probabilistic index models
- Estimation and inference of the vector autoregressive process under heteroscedasticity
- Targeted cross-validation
- Bandwidth selection for nonparametric regression with errors-in-variables
- Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function
- Consistency of cross validation for comparing regression procedures
- On cross-validation in kernel and partitioning regression estimation.
- Bandwidth choice for differentiation
- scientific article; zbMATH DE number 3930149 (Why is no real title available?)
- scientific article; zbMATH DE number 4102300 (Why is no real title available?)
- A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond
- Nonparametric function recovering from noisy observations
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
- \(M\)-cross-validation in local median estimation
- Empirical likelihood inference in autoregressive models with time-varying variances
- A General Likelihood Framework for Characterizing the Time Course of Neural Activity
- Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression
- Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification
- Blind nonparametric regression
- Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models
- Adaptive estimation of AR(\(\infty\)) models with time-varying variances
This page was built for publication: On the consistency of cross-validation in kernel nonparametric regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q794091)