Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function
โ Scribed by Peter Hall
- Publisher
- Springer
- Year
- 1984
- Tongue
- English
- Weight
- 817 KB
- Volume
- 67
- Category
- Article
- ISSN
- 1432-2064
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๐ SIMILAR VOLUMES
In this paper we consider the weighted average square error A,(rc)= (l/n)~=1 {f"(3))f(Xj)}2~(Xj), where f is the common density function of the independent and identically distributed random vectors X~ ..... X,, f, is the kernel estimator based on these vectors and ~z is a weight function. Using U-s
Hall and Hart (1990) proved that the mean integrated squared error (MISE) of a marginal kernel density estimator from an infinite moving average process X1, )(2 .... may be decomposed into the sum of MISE of the same kernel estimator for a random sample of the same size and a term proportional to th