Consistency of cross-validation when the data are curves

DOI10.1016/0304-4149(93)90080-NzbMath0768.62026MaRDI QIDQ2366193

Jeffrey D. Hart, Thomas E. Wehrly

Publication date: 29 June 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

consistencycovariance functioncross-validationnonparametric regressioninconsistencykernel smootherasymptotically optimal choice of bandwidthcontinuous time Gaussian processesestimating the common mean function

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (14)

Smoothing dependent observations ⋮ Nonparametric regression for functional data: automatic smoothing parameter selection ⋮ Kernel regression estimates of growth curves using nonstationary correlated errors ⋮ Backfitting Random Varying-Coefficient Models with Time-Dependent Smoothing Covariates ⋮ On combining independent nonparametric regression estimators ⋮ Confidence bands for Horvitz-Thompson estimators using sampled noisy functional data ⋮ Some automated methods of smoothing time-dependent data ⋮ Nonparametric estimation for time-varying transformation models with longitudinal data ⋮ Two-stage estimation and simultaneous confidence band in partially nonlinear additive model ⋮ Nonparametric estimation of conditional distribution functions and rank-tracking probabilities with longitudinal data ⋮ Varying-Coefficient Functional Linear Regression Models ⋮ Longitudinal data with nonstationary errors: A nonparametric three-stage approach ⋮ Nonparametric estimation of smoothed principal components analysis of sampled noisy functions ⋮ Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories

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