The connection between cross-validation and Akaike information criterion in a semiparametric family

DOI10.1080/10485252.2013.767338MaRDI QIDQ5299889zbMATH OpenOpenAlexFDO

Authors Heng Peng, Hongjia Yan, Wenyang Zhang

Publication date 24 June 2013

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2013.767338

zbMATH Keywords

AICcross-validationkernel smoothingsemiparametric family

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Point estimation (62F10) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

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Cites work

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• Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
• Efficient semiparametric estimator for heteroscedastic partially linear models
• Estimation of the covariance matrix of random effects in longitudinal studies
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
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• Local polynomial fitting in semivarying coefficient model
• Local rank inference for varying coefficient models
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• Shrinkage estimation of the varying coefficient model
• Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
• Statistical estimation in generalized multiparameter likelihood models
• Statistical estimation in varying coefficient models
• Variable selection for partially linear models with measurement errors

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