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

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

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
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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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