Modified cross-validation in density estimation

DOI10.1016/0378-3758(92)90157-NzbMath0756.62019OpenAlexW2048362228MaRDI QIDQ1193996

Winfried Stute

Publication date: 27 September 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90157-n

zbMATH Keywords

consistencybandwidth selectionkernel density estimation\(U\)-statisticintegrated squared errorbiased cross-validationconsistent minimizersmodified cross- validationsmall sample simulation

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items (8)

Bandwidth selection for kernel density estimation: a review of fully automatic selectors ⋮ A note on modified cross-validation in density estimation ⋮ A comparative study of several smoothing methods in density estimation ⋮ Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data ⋮ Universal smoothing factor selection in density estimation: theory and practice. (With discussion) ⋮ Novel kernel density estimator based on ensemble unbiased cross-validation ⋮ A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data ⋮ L₂Version Of The Double Kernel Method

Cites Work

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• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Large sample optimality of least squares cross-validation in density estimation
• Biased and Unbiased Cross-Validation in Density Estimation
• Curve Estimates

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