How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
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Publication:3787299
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- Adaptive Testing for Cointegration With Nonstationary Volatility
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- On the consistency of the global minimizer of Mallow's criterion for nonparametric regression
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- Joint sufficient dimension reduction for estimating continuous treatment effect functions
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- M-cross-validation in local median estimation
- DOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSION
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- Global adaptive smoothing regression
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- Consistency of cross-validation when the data are curves
- The negative correlations between data-determined bandwidths and the optimal bandwidth
- Nonparametric Knn estimation with monotone constraints
- A cautionary note about crossvalidatory choice
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