One-sided cross-validation for nonsmooth regression functions
From MaRDI portal
Publication:2863056
DOI10.1080/10485252.2013.817575zbMath1416.62227MaRDI QIDQ2863056
Olga Y. Savchuk, Simon P. Sheather, Jeffrey D. Hart
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
cross-validation; local linear estimator; bandwidth selection; average squared error; mean average squared error
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
Related Items
Fully robust one-sided cross-validation for regression functions, One-Sided Cross-Validation for Nonsmooth Density Functions
Uses Software
Cites Work
- Asymptotics for least squares cross-validation bandwidths in nonsmooth cases
- Consistent nonparametric regression. Discussion
- Robustness of one-sided cross-validation to autocorrelation
- Miscellanea. A note on design transformation and binning in nonparametric curve estimation
- Applied Linear Regression
- Indirect Cross-Validation for Density Estimation
- A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression