๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function

โœ Scribed by Peter Hall


Publisher
Springer
Year
1984
Tongue
English
Weight
817 KB
Volume
67
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Asymptotic distribution for a discrete v
โœ Carlos Tenreiro ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 649 KB

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

On the asymptotic mean integrated square
โœ Jan Mielniczuk ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 357 KB

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