Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression

DOI10.1214/AOS/1030563988zbMATH Open0932.62047OpenAlexW1990751459MaRDI QIDQ1807078FDOQ1807078

Authors: Didier A. Girard 

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1030563988

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zbMATH Keywords

nonparametric regressionregularizationcross-validationbandwidth selectiongeneralized cross-validationfast randomized versions of GCVpartial cross-validation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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• Title not available (Why is that?)
• Some Comments on C P
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• The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters
• On adaptive smoothing in partial linear models
• Preaveraged Localized Orthogonal Polynomial Estimators for Surface Smoothing and Partial Differentiation
• Interaction Splines with Regular Data: Automatically Smoothing Digital Images

Cited In (12)

• Local adaptive smoothing in kernel regression estimation
• Parameter choices for fast harmonic spline approximation
• Smoothing spline ANOVA models for large data sets with Bernoulli observations and the randomized GACV.
• The fast Monte-Carlo cross-validation and \(C_L\) procedures: Comments, new results and application to image recovery problems. (With discussions)
• On bandwidth selection problems in nonparametric trend estimation under martingale difference errors
• Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression
• On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation
• Copula density estimation by total variation penalized likelihood
• Model building with likelihood basis pursuit
• Stochastic approximation of score functions for Gaussian processes
• A survey of cross-validation procedures for model selection
• Bootstrap bandwidth selection method for local linear estimator in exponential family models

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