کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10524548 | 957568 | 2005 | 20 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Robustness of one-sided cross-validation to autocorrelation
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
The effects of moderate levels of serial correlation on one-sided and ordinary cross-validation in the context of local linear and kernel smoothing is investigated. It is shown both theoretically and by simulation that one-sided cross-validation is much less adversely affected by correlation than is ordinary cross-validation. The former method is a reliable means of window width selection in the presence of moderate levels of serial correlation, while the latter is not. It is also shown that ordinary cross-validation is less robust to correlation when applied to Gasser-Müller kernel estimators than to local linear ones.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 92, Issue 1, January 2005, Pages 77-96
Journal: Journal of Multivariate Analysis - Volume 92, Issue 1, January 2005, Pages 77-96
نویسندگان
Jeffrey D. Hart, Cherng-Luen Lee,