Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification

DOI10.1111/j.1467-9469.2008.00593.xzbMath1195.62043OpenAlexW2017070723MaRDI QIDQ5324881

Chunming Zhang

Publication date: 8 August 2009

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2008.00593.x

zbMATH Keywords

cross-validationexponential familybandwidth selectionlocal logistic regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized linear models (logistic models) (62J12)

Related Items (3)

Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods ⋮ On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling ⋮ Component Selection in the Additive Regression Model

Uses Software

• Excel
• ElemStatLearn

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