Transformation and weighting in regression
Transformation and weighting in regression
Local polynomial variance-function estimation
Technometrics
Cross-validation for binary classification by real-valued functions: theoretical analysis
COLT' 98 Proceedings of the eleventh annual conference on Computational learning theory
Beating the hold-out: bounds for K-fold and progressive cross-validation
COLT '99 Proceedings of the twelfth annual conference on Computational learning theory
Editorial: Nonparametric and Robust Methods
Computational Statistics & Data Analysis
Neural networks for bandwidth selection in local linear regression of time series
Computational Statistics & Data Analysis
Bandwidth choice for robust nonparametric scale function estimation
Computational Statistics & Data Analysis
| Hi-index | 0.03 |
A possible approach to bandwidth selection for difference-based variance estimators in the nonparametric regression is proposed. The approach is based on the crossvalidation-type idea modified for the case of correlated data. The method is compared to an alternative plug-in style method. Difficulties in implementing the latter are highlighted and it is argued that the proposed method represents a better alternative. Simulations for several models are given that illustrate good practical performance of the proposed method.