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On cross-validation in kernel and partitioning regression estimation

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  • Walk, Harro

Abstract

The paper deals with the approximation of the best deterministic choice (minimizing mean integrated squared error) of the parameter in naive kernel and cubic partitioning regression estimation by cross-validation. The result is essentially distribution-free.

Suggested Citation

  • Walk, Harro, 2002. "On cross-validation in kernel and partitioning regression estimation," Statistics & Probability Letters, Elsevier, vol. 59(2), pages 113-123, September.
  • Handle: RePEc:eee:stapro:v:59:y:2002:i:2:p:113-123
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    Cited by:

    1. Majid Mojirsheibani & Timothy Reese, 2017. "Kernel regression estimation for incomplete data with applications," Statistical Papers, Springer, vol. 58(1), pages 185-209, March.

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