Estimating the error variance in nonparametric regression by a covariate-matched U-statistic

Statistics

Volumn 37, Issue 3, 2003, Pages 179-188

  Müller, Ursula U ^a   Schick, Anton ^b   Wefelmeyer, Wolfgang ^c  

^a UNIVERSITY OF BREMEN   (Germany)

^b BINGHAMTON UNIVERSITY   (United States)

^c UNIVERSITY OF SIEGEN   (Germany)

Author keywords

Cross validation; Efficient estimator; Empirical estimator; i.i.d. representation; Kernel estimator; Relative mean square errors

Indexed keywords

EID: 0037562810     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/0233188031000078051     Document Type: Article

References (19)

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