메뉴 건너뛰기




Volumn 33, Issue 5, 2005, Pages 2291-2310

Cross-validation in nonparametric regression with outliers

Author keywords

Bandwidth; Cross validation; Kernel; Nonparametric regression; Robust; Smoothing

Indexed keywords


EID: 30344465030     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053605000000499     Document Type: Article
Times cited : (82)

References (28)
  • 1
    • 0016355478 scopus 로고
    • A new look at the statistical model identification
    • AKAIKE, H. (1974). A new look at the statistical model identification. IEEE Trans. Automatic Control 19 716-723.
    • (1974) IEEE Trans. Automatic Control , vol.19 , pp. 716-723
    • Akaike, H.1
  • 2
    • 0031567958 scopus 로고    scopus 로고
    • Robust plug-in bandwidth estimators in nonparametric regression
    • BOENTE, G., FRAIMAN, R. and MELOCHE, J. (1997). Robust plug-in bandwidth estimators in nonparametric regression. J. Statist. Plann. Inference 57 109-142.
    • (1997) J. Statist. Plann. Inference , vol.57 , pp. 109-142
    • Boente, G.1    Fraiman, R.2    Meloche, J.3
  • 3
    • 84936916896 scopus 로고
    • Robust locally weighted regression and smoothing scatterplots
    • CLEVELAND, W. S. (1979). Robust locally weighted regression and smoothing scatterplots. J. Amer. Statist. Assoc. 74 829-836.
    • (1979) J. Amer. Statist. Assoc. , vol.74 , pp. 829-836
    • Cleveland, W.S.1
  • 4
    • 0000128671 scopus 로고
    • Asymptotics for M-type smoothing splines
    • COX, D. D. (1983). Asymptotics for M-type smoothing splines. Ann. Statist. 11 530-551.
    • (1983) Ann. Statist. , vol.11 , pp. 530-551
    • Cox, D.D.1
  • 6
    • 0041171994 scopus 로고
    • On optimal data-based band-width selection in kernel density estimation
    • HALL, P., SHEATHER, S., JONES, M. and MARRON, J. (1991). On optimal data-based band-width selection in kernel density estimation. Biometrika 78 263-269.
    • (1991) Biometrika , vol.78 , pp. 263-269
    • Hall, P.1    Sheather, S.2    Jones, M.3    Marron, J.4
  • 7
    • 30344468012 scopus 로고
    • How to determine the bandwidth of some nonlinear smoothers in practice
    • Springer, New York
    • HÄRDLE, W. (1984). How to determine the bandwidth of some nonlinear smoothers in practice. Robust and Nonlinear Time Series Analysis. Lecture Notes in Statist. 26 163-184. Springer, New York.
    • (1984) Robust and Nonlinear Time Series Analysis. Lecture Notes in Statist , vol.26 , pp. 163-184
    • Härdle, W.1
  • 8
    • 0001099171 scopus 로고
    • Algorithm AS 222: Resistant smoothing using the fast Fourier transform
    • HÄRDLE, W. (1987). Algorithm AS 222: Resistant smoothing using the fast Fourier transform. Appl. Statist. 36 104-111.
    • (1987) Appl. Statist. , vol.36 , pp. 104-111
    • Härdle, W.1
  • 11
    • 84909719647 scopus 로고
    • How far are automatically chosen regression smoothing parameters from their optimum?
    • HÄRDLE, W., HALL, P. and MARRON, J. (1988). How far are automatically chosen regression smoothing parameters from their optimum? (with discussion). J. Amer. Statist. Assoc. 83 86-101.
    • (1988) J. Amer. Statist. Assoc. , vol.83 , pp. 86-101
    • Härdle, W.1    Hall, P.2    Marron, J.3
  • 12
    • 0001079479 scopus 로고
    • Regression smoothing parameters that are not far from their optimum
    • HÄRDLE, W., HALL, P. and MARRON, J. (1992). Regression smoothing parameters that are not far from their optimum. J. Amer. Statist. Assoc. 87 227-233.
    • (1992) J. Amer. Statist. Assoc. , vol.87 , pp. 227-233
    • Härdle, W.1    Hall, P.2    Marron, J.3
  • 13
    • 0001438890 scopus 로고
    • Uniform consistency of a class of regression function estimators
    • HÄRDLE, W. and LUCKHAUS, S. (1984). Uniform consistency of a class of regression function estimators. Ann. Statist. 12 612-623.
    • (1984) Ann. Statist. , vol.12 , pp. 612-623
    • Härdle, W.1    Luckhaus, S.2
  • 14
    • 84858518894 scopus 로고
    • Optimal bandwidth selection in nonparametric function estimation
    • Univ. North Carolina, Chapel Hill
    • HÄRDLE, W. and MARRON, J. (1983). Optimal bandwidth selection in nonparametric function estimation. Institute of Statistics Mimeo Series no. 1530. Univ. North Carolina, Chapel Hill.
    • (1983) Institute of Statistics Mimeo Series No. 1530 , vol.1530
    • Härdle, W.1    Marron, J.2
  • 15
    • 2142700092 scopus 로고    scopus 로고
    • Variance estimation and bandwidth selection for kernel regression
    • (M. G. Schimek, ed.). Wiley, New York
    • HERRMANN, E. (2000). Variance estimation and bandwidth selection for kernel regression. In Smoothing and Regression: Approaches, Computation and Application (M. G. Schimek, ed.) 71-107. Wiley, New York.
    • (2000) Smoothing and Regression: Approaches, Computation and Application , pp. 71-107
    • Herrmann, E.1
  • 16
    • 0003157339 scopus 로고
    • Robust estimation of a location parameter
    • HUBER, P. (1964). Robust estimation of a location parameter. Ann. Math. Statist. 35 73-101.
    • (1964) Ann. Math. Statist. , vol.35 , pp. 73-101
    • Huber, P.1
  • 19
    • 84858528427 scopus 로고
    • Random approximations to an error criterion of nonparametric statistics
    • Univ. North Carolina, Chapel Hill
    • MARRON, J. and HÄRDLE, W. (1983). Random approximations to an error criterion of nonparametric statistics. Institute of Statistics Mimeo Series no. 1538. Univ. North Carolina, Chapel Hill.
    • (1983) Institute of Statistics Mimeo Series No. 1538 , vol.1538
    • Marron, J.1    Härdle, W.2
  • 20
    • 0000570382 scopus 로고
    • On estimating regression
    • NADARAYA, E. (1964). On estimating regression. Theory Probab. Appl. 9 141-142.
    • (1964) Theory Probab. Appl. , vol.9 , pp. 141-142
    • Nadaraya, E.1
  • 21
    • 0002780488 scopus 로고
    • Comparison of data-driven bandwidth selectors
    • PARK, B. and MARRON, J. (1990). Comparison of data-driven bandwidth selectors. J. Amer. Statist. Assoc. 85 66-72.
    • (1990) J. Amer. Statist. Assoc. , vol.85 , pp. 66-72
    • Park, B.1    Marron, J.2
  • 23
    • 0000006440 scopus 로고
    • Bandwidth choice for nonparametric regression
    • RICE, J. (1984). Bandwidth choice for nonparametric regression. Ann. Statist. 12 1215-1230.
    • (1984) Ann. Statist. , vol.12 , pp. 1215-1230
    • Rice, J.1
  • 24
  • 25
    • 77956887130 scopus 로고
    • An optimal selection of regression variables
    • SHIBATA, R. (1981). An optimal selection of regression variables. Biometrika 68 45-54.
    • (1981) Biometrika , vol.68 , pp. 45-54
    • Shibata, R.1
  • 26
  • 27
    • 0001762424 scopus 로고
    • Smooth regression analysis
    • WATSON, G. (1964). Smooth regression analysis. Sankhyā Ser. A 26 359-372.
    • (1964) Sankhyā Ser. A , vol.26 , pp. 359-372
    • Watson, G.1
  • 28
    • 0001609148 scopus 로고
    • Bounds for the moments of linear and quadratic forms in independent variables
    • WHITTLE, P. (1960). Bounds for the moments of linear and quadratic forms in independent variables. Theory Probab. Appl. 5 302-305.
    • (1960) Theory Probab. Appl. , vol.5 , pp. 302-305
    • Whittle, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.