The uniqueness of cross-validation selected smoothing parameters in kernel estimation of nonparametric models uri icon

abstract

  • We investigate the issue of the uniqueness of the cross-validation selected smoothing parameters in kernel estimation of multivariate nonparametric regression or conditional probability functions. When the covariates are all continuous variables, we provide a necessary and sufficient condition, and when the covariates are a mixture of categorical and continuous variables, we provide a simple sufficient condition that guarantees asymptotically the uniqueness of the cross-validation selected smoothing parameters. 2005 Cambridge University Press.

published proceedings

  • ECONOMETRIC THEORY

author list (cited authors)

  • Li, Q., & Zhou, J. X.

citation count

  • 13

complete list of authors

  • Li, Q||Zhou, JX

publication date

  • October 2005