On the consistency of cross-validation in kernel nonparametric regression
From MaRDI portal
Publication:794091
DOI10.1214/aos/1176346327zbMath0539.62046OpenAlexW1483469716MaRDI QIDQ794091
Publication date: 1983
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346327
cross-validationuniform spacingaverage squared errorcompact kernelfinite fourth error momentkernel regression estimateStrong consistency
Linear regression; mixed models (62J05) Nonparametric estimation (62G05) General nonlinear regression (62J02)
Related Items (20)
Empirical likelihood inference in autoregressive models with time-varying variances ⋮ Nonparametric function recovering from noisy observations ⋮ Estimation and inference of the vector autoregressive process under heteroscedasticity ⋮ Adaptive estimation of autoregressive models with time-varying variances ⋮ Bandwidth choice for differentiation ⋮ Robust plug-in bandwidth estimators in nonparametric regression ⋮ Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification ⋮ Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain ⋮ Testing linear operator constraints in functional response regression with incomplete response functions ⋮ Bandwidth selection for nonparametric regression with errors-in-variables ⋮ A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond ⋮ Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence ⋮ Adaptive estimation of AR(\(\infty\)) models with time-varying variances ⋮ Consistency of cross validation for comparing regression procedures ⋮ Blind nonparametric regression ⋮ Goodness-of-Fit Methods for Probabilistic Index Models ⋮ \(M\)-cross-validation in local median estimation ⋮ Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise ⋮ A General Likelihood Framework for Characterizing the Time Course of Neural Activity ⋮ Targeted cross-validation
This page was built for publication: On the consistency of cross-validation in kernel nonparametric regression
