The following pages link to Smoothed cross-validation (Q1184042):
Displayed 16 items.
- <i>L</i><sub>2</sub>Version Of The Double Kernel Method (Q4235728) (← links)
- Bias corrected bootstrap bandwidth selection (Q4365357) (← links)
- Exact risk approaches to smoothing parameter selection (Q4375428) (← links)
- A simple root n bandwidth selector for nonparametric regression (Q4385703) (← links)
- Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
- Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density (Q4632644) (← links)
- Kernel contrasts: a data-based method of choosing smoothing parameters in nonparametric density estimation (Q4820842) (← links)
- A weighted least-squares cross-validation bandwidth selector for kernel density estimation (Q4976223) (← links)
- Adaptive normal reference bandwidth based on quantile for kernel density estimation (Q5124966) (← links)
- Regularization of Positive Signal Nonparametric Filtering in Multiplicative Observation Model (Q5280080) (← links)
- Direct Density Derivative Estimation (Q5380441) (← links)
- Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation (Q5467705) (← links)
- On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth (Q5952095) (← links)
- Nonparametric multivariate density estimation using mixtures (Q5962744) (← links)
- Sparse estimation within Pearson's system, with an application to financial market risk (Q6059475) (← links)
- Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications (Q6086610) (← links)