Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression
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Cites work
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- scientific article; zbMATH DE number 410127 (Why is no real title available?)
- scientific article; zbMATH DE number 646821 (Why is no real title available?)
- scientific article; zbMATH DE number 720680 (Why is no real title available?)
- A central limit theorem for generalized quadratic forms
- A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
- A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
- A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
- Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
- Asymptotic optimality of the fast randomized versions of GCV and \(C_ L\) in ridge regression and regularization
- Asymptotics for least squares cross-validation bandwidths in nonsmooth cases
- Bandwidth choice for nonparametric regression
- Better Bootstrap Confidence Intervals
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- From Stein's unbiased risk estimates to the method of generalized cross- validation
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- Interaction Splines with Regular Data: Automatically Smoothing Digital Images
- On adaptive smoothing in partial linear models
- Optimal Regularized Reconstruction in Computerized Tomography
- Optimal bandwidth selection in nonparametric regression function estimation
- Ordered linear smoothers
- Preaveraged Localized Orthogonal Polynomial Estimators for Surface Smoothing and Partial Differentiation
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Some Comments on C P
- The Computation of Generalized Cross-Validation Functions Through Householder Tridiagonalization with Applications to the Fitting of Interaction Spline Models
- The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters
- The fast Monte-Carlo cross-validation and \(C_L\) procedures: Comments, new results and application to image recovery problems. (With discussions)
Cited in
(12)- Smoothing spline ANOVA models for large data sets with Bernoulli observations and the randomized GACV.
- Bootstrap bandwidth selection method for local linear estimator in exponential family models
- On bandwidth selection problems in nonparametric trend estimation under martingale difference errors
- Stochastic approximation of score functions for Gaussian processes
- A survey of cross-validation procedures for model selection
- On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation
- Parameter choices for fast harmonic spline approximation
- Copula density estimation by total variation penalized likelihood
- Model building with likelihood basis pursuit
- The fast Monte-Carlo cross-validation and \(C_L\) procedures: Comments, new results and application to image recovery problems. (With discussions)
- Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression
- Local adaptive smoothing in kernel regression estimation
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