期刊文献+

Median cross-validation criterion 被引量:1

Median cross-validation criterion
原文传递
导出
摘要 CONSIDER the nonparametric median regression model Y<sub>ni</sub> = g (x<sub>ni</sub>) + ε<sub>ni</sub>, 1≤i≤n (1)where g: [0, 1]|→R is an unknown function of interest; {x<sub>ni</sub>, 1≤i≤n} is the fixed design pointsin the interval [0, 1]; {ε<sub>ni</sub>, 1≤i≤n} is a triangular array of row iid random variables having medi-an zero, and {Y<sub>ni</sub>, 1≤i≤n} is the observation. For each x∈[0, 1], n≥1, let D<sub>nj</sub>(x) denotethe jth nearest neighber of x, j=1, 2,…, n, i. e. {D<sub>n1</sub>(x), D<sub>n2</sub>(x),…, D<sub>nn</sub>(x)} is a trans-position of {x<sub>n1</sub>, x<sub>n2</sub>,…, x<sub>nn</sub>} satisfying |D<sub>n1</sub>(x)-x|≤|D<sub>n2</sub>(x)-x|≤…≤|D<sub>nn</sub>(x)-x|.The tie is broken by the chronological order. The
出处 《Chinese Science Bulletin》 SCIE EI CAS 1997年第23期1956-1959,共4页
关键词 MEDIAN CROSS VALIDATION Bahadur’s REPRESENTATION ASYMPTOTIC oplimality. median cross validation Bahadur's representation asymptotic optimality
  • 相关文献

参考文献9

  • 1杨瑛,郑忠国.Asymptotic properties for median cross-validated nearest neighbor median estimate in nonparametric regression[J].Science China Mathematics,1997,40(6):585-597. 被引量:3
  • 2Ying Yang,Zhongguo Zheng.Asymptotic properties for median cross-validated nearest neighbor median estimate in nonparametric regression[J]. Science in China Series A: Mathematics . 1997 (6)
  • 3Dr. J. S. Marron.Automatic smoothing parameter selection: A survey[J]. Empirical Economics . 1988 (3-4)
  • 4Bahadur,R. R.A note on quantiles in large samples, Ann. Mathematical Methods of Statistics . 1966
  • 5Marron,J.S.What does optimal bandwidth selection means for nonparametric regression estimation?. Statistical Data Analysis Based on the L_1-Norm and Related Methods . 1987
  • 6Shibata,R.An optimal selection of regression variables. Biometrika . 1981
  • 7Devroye,L.On good deterministic smoothing sequences for kernel density estimates, Ann. Statistica . 1994
  • 8Marron,J. S.Automatic smoothing parameter selection: a survey. Empirical Economics . 1989
  • 9W. Hardle,R. Chen.Nonparametric time series analysis, selective review with examples. Proceedings of the 50 th ISI Session . 1995

共引文献2

同被引文献1

引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部