On the consistency of cross-validation in kernel nonparametric regression

DOI10.1214/AOS/1176346327MaRDI QIDQ794091zbMATH OpenOpenAlexFDO

Authors Wing H. Wong

Publication date 1983

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346327

zbMATH Keywords

cross-validationuniform spacingaverage squared errorcompact kernelfinite fourth error momentkernel regression estimateStrong consistency

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

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• Testing linear operator constraints in functional response regression with incomplete response functions
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• Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
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• THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS
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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
• scientific article; zbMATH DE number 2104212 (Why is no real title available?)
• 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
• 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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