Abstract
Both Akaike information criterion and cross-validation are important tools in model selection. Stone [(1977), 'An Asymptotic Equivalence of Choice of Model by Cross-Validation and Akaikes Criterion', Journal of the Royal Statistical Society, Series B, 39, 44-47] established the equivalence of these two criteria for parametric models. In this paper, we build a similar equivalence for a large semiparametric family.
| Original language | English |
|---|---|
| Pages (from-to) | 475-485 |
| Number of pages | 11 |
| Journal | Journal of Nonparametric Statistics |
| Volume | 25 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - Jun 2013 |
Scopus Subject Areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
User-Defined Keywords
- AIC
- cross-validation
- kernel smoothing
- semiparametric family