One-Sided Cross-Validation
The ASE function for the local linear estimator (LLE) in the regressio...
The OSCV smooth rescaling constant.
The cross-validation (CV) function in the regression context.
Nonsmooth density function with seven cusps.
The ASE-optimal bandwidth in the regression context.
The family of two-sided cross-validation kernels .
The OSCV bandwidth in the density estimation context.
The OSCV bandwidth in the regression context.
The ISE function in the kernel density estimation (KDE) context in the...
The family of one-sided cross-validation kernels .
Computing the local linear estimate (LLE).
The OSCV function based on , the one-sided Epanechnikov kernel, i...
The OSCV function based on , the one-sided Gaussian kernel, in th...
The OSCV function based on the kernel L_I
in the density estimation ...
The OSCV function in the regression context.
Nonsmooth regression function with six cusps.
Taking a random sample from fstar
.
Functions for implementing different versions of the OSCV method in the kernel regression and density estimation frameworks. The package mainly supports the following articles: (1) Savchuk, O.Y., Hart, J.D. (2017). Fully robust one-sided cross-validation for regression functions. Computational Statistics, <doi:10.1007/s00180-017-0713-7> and (2) Savchuk, O.Y. (2017). One-sided cross-validation for nonsmooth density functions, <arXiv:1703.05157>.