A note on the optimality of generalized cross-validation bandwidth selection in partially linear models with kernel smoothing estimator

被引：0
|
作者：
Xu W.-L. [1 ]
机构：
[1] Academy of Mathematics and Systems Science, Graduate School, Chinese Academy of Sciences
来源：
Acta Mathematicae Applicatae Sinica | 2006年 / 22卷 / 2期
关键词：
Bandwidth selection; Generalized cross-validation; Kernel smoothing; Partially linear model;
D O I：
10.1007/s10255-006-0310-y
中图分类号：
学科分类号：
摘要：
The issue of selection of bandwidth in kernel smoothing method is considered within the context of partially linear models. In this paper, we study the asymptotic behavior of the bandwidth choice based on generalized cross-validation (GCV) approach and prove that this bandwidth choice is asymptotically optimal. Numerical simulation are also conducted to investigate the empirical performance of generalized cross-validation. © Springer-Verlag 2006.
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页码：345 / 352
页数：7
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