Article
Cross-Validation in Semiparametric Models: Some Monte Carlo Results
Journal of Statistical Computation and Simulation
Publication Type
Journal Article
Publication Date
1-1990
Abstract
We present some Monte Carlo results on three semi parametric models, namely, partly linear, error-in-variables, and generalised least squares models. The results favour the use of computational expensive cross-validation criterion for bandwidth selection only when the relative sample size is large.
Keywords
- Semiparametric,
- partly linear,
- errors-in-variables,
- generalised least squares,
- cross-validation
Discipline
Identifier
10.1080/00949659008811303
Publisher
Taylor and Francis
Additional URL
https://doi.org/10.1080/00949659008811303
Citation Information
David K. C. LEE. "Cross-Validation in Semiparametric Models: Some Monte Carlo Results" Journal of Statistical Computation and Simulation Vol. 37 Iss. 3-4 (1990) p. 171 - 187 ISSN: 0094-9655 Available at: http://works.bepress.com/kuochuendavid_lee/2/