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A local cross-validation algorithm for dependent data

Author

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  • A. Quintela del Río
  • J. Vilar Fernández

Abstract

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Suggested Citation

  • A. Quintela del Río & J. Vilar Fernández, 1992. "A local cross-validation algorithm for dependent data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 1(1), pages 123-153, December.
  • Handle: RePEc:spr:testjl:v:1:y:1992:i:1:p:123-153
    DOI: 10.1007/BF02562667
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    References listed on IDEAS

    as
    1. Marron, J S, 1988. "Automatic Smoothing Parameter Selection: A Survey," Empirical Economics, Springer, vol. 13(3/4), pages 187-208.
    2. Hall, Peter & Schucany, William R., 1989. "A local cross-validation algorithm," Statistics & Probability Letters, Elsevier, vol. 8(2), pages 109-117, June.
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    Cited by:

    1. Juan M. Vilar Fernández & Alejandro Quintela del Río, 1993. "Técnicas no paramétricas de estimación funcional, con observaciones dependientes," Investigaciones Economicas, Fundación SEPI, vol. 17(1), pages 143-163, January.

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