On a likelihood-based approach in nonparametric smoothing and cross- validation

DOI10.1016/0167-7152(94)00040-FzbMath0811.62043MaRDI QIDQ1344821

Probal Chaudhuri, Anup Dewanji

Publication date: 22 February 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic expansionsFisher informationweighted maximum likelihoodgeneralized regressionmaximum likelihood cross-validationleast-squares leave-one-out cross- validationnonparametric function estimate

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Convergence rates for kernel regression in infinite-dimensional spaces

Cites Work

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• Asymptotic analysis of penalized likelihood and related estimators
• Local Likelihood Estimation
• Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression
• The Kernel Estimate of a Regression Function in Likelihood-Based Models
• Nonparametric estimation of a regression function

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