Abstract
The field of nonparametrics has shown its appeal in recent years with an array of new tools for statistical analysis. As one of those tools, nonparametric regression has become a prominent statistical research topic and also has been well established as a useful tool. In this article we investigate the biased cross-validation selector, BCV, which is proposed by Ohet al. (1995), for a less smoothing regression function. In the simulation study, BCV selector is shown to perform well in practice with respect to ASE ratio.
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Oh, J.C. An effective bandwidth selector in a complicated kernel regression. Korean J. Com. & Appl. Math. 3, 205–215 (1996). https://doi.org/10.1007/BF03008902
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DOI: https://doi.org/10.1007/BF03008902