scientific article; zbMATH DE number 1086080

MaRDI QIDQ4364004zbMATH OpenFDO

Authors Naomi S. Altman, Christian Léger

Publication date 18 June 1998

zbMATH Keywords

consistencycross-validationdifferentiable statisticsgeneralized cross-validationlocation estimationtrimmed meansvariable selection

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Density estimation (62G07)

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(8)

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• On the bootstrap in cube root asymptotics
• Theoretical and empirical estimates of tolerance to decision maker's errors and of the rate of convergence of methods that find the most preferred element
• Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors

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