Empirical functionals and e cient smoothing parameter selection
Empirical functionals and e cient smoothing parameter selection
复制标题
经验泛函和有效的平滑参数选择
DOI：
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发表时间：
1992
期刊：
影响因子：
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通讯作者：
I. Johnstone
中科院分区：
文献类型：
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作者：
P. Hall;I. Johnstone
曲线估计的一个显著特点是，使核估计或光滑样条估计的平方误差最小的平滑参数h0很难估计。这一点既表现在收敛速度慢，也表现在交叉验证等标准方法的高度可变性。我们通过描述非参数信息界来量化这一困难，并证明了达到这个界的h0的渐近有效估计。有效的估计器比交叉验证(和其他当前程序)的可变性小得多，模拟表明，它们可以在适度的样本大小下提供改进，至少在最小化平方误差方面是这样
A striking feature of curve estimation is that the smoothing parameter h 0 , which minimizes the squared error of a kernel or smoothing spline estimator, is very difficult to estimate. This is manifest both in slow rates of convergence and in high variability of standard methods such as cross-validation. We quantify this difficulty by describing nonparametric information bounds and exhibit asymptotically efficient estimators of h 0 that attain the bounds. The efficient estimators are substantially less variable than cross-validation (and other current procedures) and simulations suggest that they may offer improvements at moderate sample sizes, at least in terms of minimizing the squared error
临床 I-II 期膈上霍奇金病剖腹探查结果的预后指标。
DOI：
10.1200/jco.1989.7.1.81
发表时间：
1989
期刊：
Journal of clinical oncology : official journal of the American Society of Clinical Oncology
影响因子：
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作者：
Leibenhaut,MH;Hoppe,RT;Efron,B;Halpern,J;Nelsen,T;Rosenberg,SA
通讯作者：
Rosenberg,SA