L\({}_ 1\) and \(L_ 2\) cross-validation for density estimation with special reference to orthogonal expansions

DOI10.1016/0167-9473(88)90002-3zbMath0726.62053OpenAlexW1975995975MaRDI QIDQ804143

N. E. Zubov

Publication date: 1988

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(88)90002-3

zbMATH Keywords

smoothingconsistencykernel estimatorsorthogonal expansionsdensity estimationcross-validation criteriadecreasing policy estimators

Mathematics Subject Classification ID

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

Related Items (1)

Smoothing categorical data

Cites Work

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• A comparison of cross-validation techniques in density estimation
• Data-based optimal smoothing of orthogonal series density estimates
• Bayes least squares linear estimation of densities
• An alternative choice of smoothing for kernel-based density estimates in discrete discriminant analysis
• Biased and Unbiased Cross-Validation in Density Estimation
• Cross-validation and multinomial prediction
• Estimation of Discrete Multivariate Densities for Computer-Aided Differential Diagnosis of Disease
• Univariate density estimation by orthogonal series
• Density Estimation by Orthogonal Series
• Simultaneous Estimation of Multinomial Cell Probabilities

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