Cross-Validation in Nonparametric Regression with Outliers
A popular data-driven method for choosing the bandwidth in standard kernel regression is cross-validation. Even when there are outliers ill the data, robust kernel regression can be used to estimate the unknown regression curve [Robust and Nonlinear Time Series Analysis. Lecture Notes in Statist. (1...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2005
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/127 https://ink.library.smu.edu.sg/context/soe_research/article/1126/viewcontent/euclid.aos.1132936564.pdf |
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| Institution: | Singapore Management University |
| Language: | English |