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Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function

  • Peter Hall
Article

Summary

We derive an asymptotic expansion of integrated square error in kernel-type nonparametric regression. A similar result is obtained for a cross-validatory estimate of integrated square error. Together these expansions show that cross-validation is asymptotically optimal in a certain sense.

Keywords

Window Size Regression Function Nonparametric Regression Kernel Estimation Empiric Distribution Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1984

Authors and Affiliations

  • Peter Hall
    • 1
  1. 1.The Australian National UniversityCanberraAustralia

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