One-sided cross-validation for nonsmooth regression functions

DOI10.1080/10485252.2013.817575zbMATH Open1416.62227OpenAlexW1981968764MaRDI QIDQ2863056FDOQ2863056

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

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zbMATH Keywords

cross-validationbandwidth selectionlocal linear estimatormean average squared erroraverage squared error

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (5)

• Robustness of one-sided cross-validation to autocorrelation
• Fully robust one-sided cross-validation for regression functions
• One-sided cross-validation for nonsmooth density functions
• ASYMPTOTIC STABILITY OF THE OSCV SMOOTHING PARAMETER SELECTION
• One-Sided Cross-Validation

Uses Software

• UCI-ml

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