On the consistency of cross-validation in kernel nonparametric regression

Cited In (27)

Estimation and inference of the vector autoregressive process under heteroscedasticity
Adaptive Inference in Heteroscedastic Fractional Time Series Models
Testing linear operator constraints in functional response regression with incomplete response functions
Targeted cross-validation
Empirical likelihood inference in autoregressive models with time-varying variances
Blind nonparametric regression
Adaptive estimation of autoregressive models with time-varying variances
Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
On cross-validation in kernel and partitioning regression estimation.
Consistency of cross validation for comparing regression procedures
A General Likelihood Framework for Characterizing the Time Course of Neural Activity
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Nonparametric function recovering from noisy observations
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Adaptive estimation of AR(\(\infty\)) models with time-varying variances
Robust plug-in bandwidth estimators in nonparametric regression
\(M\)-cross-validation in local median estimation
Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises
Bandwidth selection for nonparametric regression with errors-in-variables
On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification
Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain
Goodness-of-Fit Methods for Probabilistic Index Models
Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models
Bandwidth choice for differentiation
A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond

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