Pages that link to "Item:Q794091"
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The following pages link to On the consistency of cross-validation in kernel nonparametric regression (Q794091):
Displaying 27 items.
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Nonparametric function recovering from noisy observations (Q1078952) (← links)
- Bandwidth choice for differentiation (Q1095530) (← links)
- On the consistency of the global minimizer of Mallow's criterion for nonparametric regression (Q1174649) (← links)
- Robust plug-in bandwidth estimators in nonparametric regression (Q1361612) (← links)
- On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate (Q1824961) (← links)
- On cross-validation in kernel and partitioning regression estimation. (Q1871263) (← links)
- Targeted cross-validation (Q2108483) (← links)
- Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867) (← links)
- Consistency of cross validation for comparing regression procedures (Q2473071) (← links)
- \(M\)-cross-validation in local median estimation (Q2505408) (← links)
- Blind nonparametric regression (Q2747869) (← links)
- Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
- A General Likelihood Framework for Characterizing the Time Course of Neural Activity (Q3116943) (← links)
- Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function (Q3219573) (← links)
- Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models (Q3552976) (← links)
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289) (← links)
- Goodness-of-Fit Methods for Probabilistic Index Models (Q4929182) (← links)
- Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification (Q5324881) (← links)
- Empirical likelihood inference in autoregressive models with time-varying variances (Q5880117) (← links)
- Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)
- Testing linear operator constraints in functional response regression with incomplete response functions (Q6144422) (← links)
- A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond (Q6183749) (← links)
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
- Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
- Cross-validation for change-point regression: pitfalls and solutions (Q6632610) (← links)
