Regularization parameter selection in indirect regression by residual based bootstrap
نویسندگان
چکیده
منابع مشابه
Regularization parameter selection in indirect regression by residual based bootstrap
Residual-based analysis is generally considered a cornerstone of statistical methodology. For a special case of indirect regression, we investigate the residual-based empirical distribution function and provide a uniform expansion of this estimator, which is also shown to be asymptotically most precise. This investigation naturally leads to a completely data-driven technique for selecting a reg...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2020
ISSN: 1017-0405
DOI: 10.5705/ss.202018.0160