Semiparametric Approximation Methods in Multivariate Model Selection
نویسندگان
چکیده
In this paper we propose a cross-validation selection criterion to determine asymptotically the correct model among the family of all possible partially linear models when the underlying model is a partially linear model. We establish the asymptotic consistency of the criterion. In addition, the criterion is illustrated using two real sets of data. © 2001 Elsevier Science
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ورودعنوان ژورنال:
- J. Complexity
دوره 17 شماره
صفحات -
تاریخ انتشار 2001