ON A LIKELIHOOD-BASED APPROACH IN NONPARAMETRIC SMOOTHING AND CROSS-VALIDATION

被引：7

作者：

CHAUDHURI, P

DEWANJI, A

机构：

[1] INDIAN STAT INST,DIV THEORET STAT & MATH,CALCUTTA 700035,W BENGAL,INDIA

[2] INDIAN STAT INST,DIV SURVEYS & COMP,CALCUTTA 700035,W BENGAL,INDIA

来源：

STATISTICS & PROBABILITY LETTERS | 1995年 / 22卷 / 01期

关键词：

CONSISTENCY; FISHER INFORMATION; GENERALIZED REGRESSION MODEL; MAXIMUM LIKELIHOOD CROSS-VALIDATION; WEIGHTED MAXIMUM LIKELIHOOD;

D O I：

10.1016/0167-7152(94)00040-F

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A likelihood-based generalization of usual kernel and nearest-neighbor-type smoothing techniques and a related extension of the least-squares leave-one-out cross-validation are explored in a generalized regression set up. Several attractive features of the procedure are discussed and asymptotic properties of the resulting nonparametric function estimate are derived under suitable regularity conditions. Large sample performance of likelihood-based leave-one-out cross validation is investigated by means of certain asymptotic expansions.

引用

页码：7 / 15

页数：9

共 25 条

[1]

Brillinger D, 1977, ANN STAT, V5, P622

[2]

BRILLINGER DR, 1986, STAT SCI, V1, P310

[3]

CHAUDHURI P, 1991, 2291 IND STAT I DIV

[4] NONPARAMETRIC-ESTIMATION OF A REGRESSION FUNCTION [J].

CHENG, KF ;

LIN, PE .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 57 (02) :223-233

[5] ASYMPTOTIC ANALYSIS OF PENALIZED LIKELIHOOD AND RELATED ESTIMATORS [J].

COX, DD ;

OSULLIVAN, F .

ANNALS OF STATISTICS, 1990, 18 (04) :1676-1695

[6]

Eubank R.L., 1988, SPLINE SMOOTHING NON

[7]

FIRTH D, 1991, BIOMETRIKA, V78, P245

[8]

GASSER T, 1984, SCAND J STAT, V11, P171

[9]

Gasser T., 1979, SMOOTHING TECHNIQUES, V757, P23

[10] ADAPTIVE SPLINE SMOOTHING IN NON-GAUSSIAN REGRESSION-MODELS [J].

GU, C .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1990, 85 (411) :801-807

← 1 2 3 →