One-Sided Cross-Validation
From MaRDI portal
Publication:4216956
DOI10.2307/2670113zbMath0926.62029OpenAlexW4238266684MaRDI QIDQ4216956
Publication date: 28 November 1999
Full work available at URL: https://doi.org/10.2307/2670113
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items
Smoothing survival densities in practice ⋮ Bandwidth selection for kernel density estimation: a review of fully automatic selectors ⋮ A generalized correlated \(C_p\) criterion for derivative estimation with dependent errors ⋮ ASYMPTOTIC STABILITY OF THE OSCV SMOOTHING PARAMETER SELECTION ⋮ Bootstrapping the order selection test ⋮ Model-free model-fitting and predictive distributions ⋮ On discrete Epanechnikov kernel functions ⋮ A comparison of in-sample forecasting methods ⋮ Further theoretical and practical insight to the do-validated bandwidth selector ⋮ Analysis of multivariate longitudinal data using dynamic lasso-regularized copula models with application to large pediatric cardiovascular studies ⋮ A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression ⋮ A change-point estimator using local Fourier series ⋮ Local adaptive smoothing in kernel regression estimation ⋮ New approaches to nonparametric density estimation and selection of smoothing parameters ⋮ Robustness of one-sided cross-validation to autocorrelation ⋮ Detection of a change point based on local-likelihood ⋮ \(M\)-cross-validation in local median estimation ⋮ Fully robust one-sided cross-validation for regression functions ⋮ One-Sided Cross-Validation for Nonsmooth Density Functions ⋮ Local linear extrapolation ⋮ Nonparametric inference for continuous-time event counting and link-based dynamic network models ⋮ Rates of convergence for the pre-asymptotic substitution bandwidth selector ⋮ Unnamed Item