Reducing variability of crossvalidation for smoothing-parameter choice

DOI10.1093/BIOMET/ASN068MaRDI QIDQ3613161zbMATH OpenOpenAlexWikidataFDO

Authors Andrew P. Robinson, Peter Hall

Publication date 11 March 2009

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asn068

zbMATH Keywords

kernel estimationnonparametric regressionbandwidthsubsamplingnonparametric density estimationbagginghalf-samplingstatistical smoothingbootstrap aggregation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09)

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Cited in

(18)

• Performance of robust GCV and modified GCV for spline smoothing
• Reducing variability using bootstrap methods with qualitative constraints
• scientific article; zbMATH DE number 7370537 (Why is no real title available?)
• Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation
• Analysis of multivariate longitudinal data using dynamic lasso-regularized copula models with application to large pediatric cardiovascular studies
• A general class of linearly extrapolated variance estimators
• Comments on ``Data science, big data and statistics
• Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications
• Cross-validated bagged learning
• On discrete Epanechnikov kernel functions
• Improving cross-validated bandwidth selection using subsampling-extrapolation techniques
• Subagging for bandwidth selection: a computationally efficient approach to kernel density estimation
• Bagging cross-validated bandwidth selection in nonparametric regression estimation with applications to large-sized samples
• Variance reduction by smoothing revisited
• Optimality of training/test size and resampling effectiveness in cross-validation
• A weighted least-squares cross-validation bandwidth selector for kernel density estimation
• Computational efficiency of bagging bootstrap bandwidth selection for density estimation with big data
• Smoothed bagging with kernel bandwidth selectors

Describes a project that uses

Uses Software

• R

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