Cross-validated estimations in the single-functional index model

DOI10.1080/02331880801980377zbMath1274.62519OpenAlexW2059688250MaRDI QIDQ3396462

Philippe Vieu, Ahmed Ait Saidi, Rabah Kassa, Frédéric Ferraty

Publication date: 18 September 2009

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880801980377

zbMATH Keywords

cross-validation mean integrated squared error functional data analysis nonparametric statistics optimality properties functional index model adaptative semi-metric data-driven selection of functional index

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Sequential estimation (62L12)

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Uses Software

fda (R)

Cites Work