ON THE CONSISTENCY OF THE GLOBAL MINIMIZER OF MALLOWS CRITERION FOR NONPARAMETRIC REGRESSION

被引：0
|
作者：
CHIU, ST
机构：
[1] ACAD SINICA,INST STAT SCI,TAIPEI 11529,TAIWAN
[2] COLORADO STATE UNIV,DEPT STAT,FT COLLINS,CO 80523
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1991年 / 27卷 / 02期
关键词：
NONPARAMETRIC REGRESSION; KERNEL ESTIMATE; BANDWIDTH SELECTION; FOURIER TRANSFORM; PERIODGRAM;
D O I：
10.1016/0378-3758(91)90017-9
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：
The purpose of this work is to solve an open problem suggested by Rice (1984) concerning the consistency of the global minimizer of Mallows' criterion. Mallows' criterion has been used for selecting the smoothing parameter for nonparametric regression. Rice (1984) showed that the local minimizer of Mallows' criterion on any compact interval containing the optimal bandwidth is (weakly) consistent. In this paper, the consistency of the global minimizer of Mallows' criterion is established.
引用
收藏
页码：223 / 230
页数：8
相关论文
共 50 条
  • [21] On complete consistency for the weighted estimator of nonparametric regression models
    Zhang, Rui
    Wu, Yi
    Xu, Weifeng
    Wang, Xuejun
    REVISTA DE LA REAL ACADEMIA DE CIENCIAS EXACTAS FISICAS Y NATURALES SERIE A-MATEMATICAS, 2019, 113 (03) : 2319 - 2333
  • [22] SIMULTANEOUS INFERENCES AND THE CHOICE OF VARIABLE SUBSETS IN REGRESSION BASED ON THE CP-CRITERION OF MALLOWS
    COUTSOURIDES, D
    SOUTH AFRICAN STATISTICAL JOURNAL, 1979, 13 (02) : 181 - 182
  • [23] On the consistency of the P-C estimator in a nonparametric regression model
    Wu, Yi
    Wang, Xuejun
    Balakrishnan, Narayanaswamy
    STATISTICAL PAPERS, 2020, 61 (02) : 899 - 915
  • [24] The consistency for estimator of nonparametric regression model based on NOD errors
    Yang, Wenzhi
    Wang, Xuejun
    Wang, Xinghui
    Hu, Shuhe
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2012,
  • [25] The consistency for estimator of nonparametric regression model based on NOD errors
    Wenzhi Yang
    Xuejun Wang
    Xinghui Wang
    Shuhe Hu
    Journal of Inequalities and Applications, 2012
  • [26] Consistency of error density and distribution function estimators in nonparametric regression
    Cheng, F
    STATISTICS & PROBABILITY LETTERS, 2002, 59 (03) : 257 - 270
  • [27] Strong consistency of the internal estimator of nonparametric regression with dependent data
    Shen, Jia
    Xie, Yuan
    STATISTICS & PROBABILITY LETTERS, 2013, 83 (08) : 1915 - 1925
  • [28] Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
    Shen, Aiting
    Li, Xiang
    Zhang, Yajing
    Qiu, Yige
    Wang, Xuejun
    STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2021, 93 (06) : 868 - 885
  • [29] Corrected Mallows criterion for model averaging
    Liao, Jun
    Zou, Guohua
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2020, 144
  • [30] Uniform in bandwidth consistency of nonparametric regression based on copula representation
    Bouzebda, Salim
    Elhattab, Issam
    Seck, Cheikh Tidiane
    STATISTICS & PROBABILITY LETTERS, 2018, 137 : 173 - 182
12345