Asymptotics for least squares cross-validation bandwidths in nonsmooth cases

DOI10.1214/aos/1176348790zbMath0763.62025OpenAlexW2111164046MaRDI QIDQ1206734

A. J. van Es

Publication date: 1 April 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348790

zbMATH Keywords

rate of convergenceasymptotic normalitybandwidth selectionmean integrated squared errorkernel density estimatorsintegrated squared errorsmoothness propertiesleast squares cross- validation method

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (11)

Local polynomial \(M\)-smoothers in nonparametric regression ⋮ Improving cross-validated bandwidth selection using subsampling-extrapolation techniques ⋮ A note on the integrated squared error of a kernel density estimator in non-smooth cases ⋮ Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications ⋮ Behaviour of kernel density estimates and bandwidth selectors for contaminated data sets ⋮ How much do plug-in bandwidth selectors adapt to non-smoothness? ⋮ NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH ⋮ One-Sided Cross-Validation for Nonsmooth Density Functions ⋮ Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression ⋮ Higher order estimation at Lebesgue points ⋮ One-sided cross-validation for nonsmooth regression functions

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