Cross‐validation and non‐parametric k nearest‐neighbour estimation
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Publication:3422393
DOI10.1111/j.1368-423X.2006.00193.xzbMath1106.62043OpenAlexW2040248814MaRDI QIDQ3422393
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Publication date: 13 February 2007
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2006.00193.x
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)
Related Items (4)
Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ Estimating Prediction Error: Cross-Validation vs. Accumulated Prediction Error ⋮ Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method ⋮ Nonparametric Knn estimation with monotone constraints
Uses Software
Cites Work
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- Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
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- Regression Smoothing Parameters That Are Not Far From Their Optimum
- Semiparametric Regression
- Semiparametric Non-Linear Time Series Model Selection
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Some Comments on C P
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