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...
Saved in:
| Main Author: | |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2005
|
| Subjects: | |
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |
Be the first to leave a comment!