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Technical Note: Selecting a Classification Method by Cross-Validation

โœ Scribed by Schaffer, Cullen


Book ID
119651435
Publisher
Springer
Year
1993
Tongue
English
Weight
600 KB
Volume
13
Category
Article
ISSN
0885-6125

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Asymptotic Behavior of Bandwidth Selecte
โœ Yingcun Xia; W.K. Li ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 183 KB

In this paper, the asymptotic optimality of the cross validation bandwidth selector for the local polynomial fitting under strongly mixing dependence is obtained. The asymptotic normality of the bandwidth selected by the cross-validation method is derived, which is an extension of W.