On cross-validation in kernel and partitioning regression estimation

Harro Walk

Statistics & Probability Letters, 2002, vol. 59, issue 2, 113-123

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.

Keywords: Regression; estimate; Naive; kernel; Cubic; partition; Mean; integrated; squared; error; (MISE); Best; deterministic; parameter; choice; Cross-validation (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (1)

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