THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS Academic Article 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. i., & Zhou, J

citation count

  • 12

complete list of authors

  • Li, Qi||Zhou, Jianxin

publication date

  • October 2005