Model selection in nonparametric regression

• 成果类型: Article
• 署名作者: Wegkamp, M
• 署名单位: Yale University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1046294464
• 发表日期: 2003
• 页码: 252-273
• 关键词: Bandwidth selection

摘要

Model selection using a penalized data-splitting device is studied in the context of nonparametric regression. Finite sample bounds under mild conditions are obtained. The resulting estimates are adaptive for large classes of functions.