Partitioned cross-validation |
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| Authors: | J S Marron |
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| Institution: | Department of Statistics , University of North Carolina , Chapel Hill, NC 27514, U. S. A. |
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| Abstract: | Partitioned cross-validation is proposed as a method for overcoming the large amounts of across sample variability to which ordinary cross-validation is subject. The price for cutting down on the sample noise is that a type of bias is intriduced. A theory is presented for optimal trade-off of this variance and bias. Comparison with other bandwidth selection methods is given. |
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| Keywords: | bandwidth Cross-validation nonparametric curve estimation smoothing parameter |
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