One-sided cross-validation for nonsmooth regression functions

DOI10.1080/10485252.2013.817575MaRDI QIDQ2863056zbMATH OpenOpenAlexFDO

Authors Olga Y. Savchuk, J. D. Hart, S. Sheather

Publication date 21 November 2013

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2013.817575

zbMATH Keywords

average squared errorbandwidth selectioncross-validationlocal linear estimatormean average squared error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression
• Applied Linear Regression
• Asymptotics for least squares cross-validation bandwidths in nonsmooth cases
• Consistent nonparametric regression. Discussion
• Indirect cross-validation for density estimation
• Miscellanea. A note on design transformation and binning in nonparametric curve estimation
• Robustness of one-sided cross-validation to autocorrelation

Cited in

(6)

• Fully robust one-sided cross-validation for regression functions
• One-sided cross-validation for nonsmooth density functions
• Robustness of one-sided cross-validation to autocorrelation
• One-Sided Cross-Validation
• ASYMPTOTIC STABILITY OF THE OSCV SMOOTHING PARAMETER SELECTION
• On practical implementation of the fully robust one-sided cross-validation method in the nonparametric regression and density estimation contexts

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Uses Software

• UCI

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