Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Crite
Smoothing Parameter Selection in Nonparametric Regression 275 Thus, 2 d(Mh, 52) = n log(27ra2) + n 2+ (m -Ih)(m - 07h)/J. A reasonable criterion for judging the quality of the estimator mh in the light of the data is A(h) = EO[dQlh, 52)]. Ignoring the con...