Cross‐validation and non‐parametric k nearest‐neighbour estimation

DOI10.1111/j.1368-423X.2006.00193.xzbMath1106.62043OpenAlexW2040248814MaRDI QIDQ3422393

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Publication date: 13 February 2007

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2006.00193.x

zbMATH Keywords

nonparametric smoothing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

Related Items (4)

Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ Estimating Prediction Error: Cross-Validation vs. Accumulated Prediction Error ⋮ Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method ⋮ Nonparametric Knn estimation with monotone constraints

Uses Software

• SemiPar

Cites Work

• Nonparametric estimation of regression functions with both categorical and continuous data
• Multivariate k-nearest neighbor density estimates
• Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Regression Smoothing Parameters That Are Not Far From Their Optimum
• Semiparametric Regression
• Semiparametric Non-Linear Time Series Model Selection
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Some Comments on C P

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