Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation

DOI10.1007/BF00363516zbMath0588.62052OpenAlexW2048826713MaRDI QIDQ1073495

James Stephen Marron

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00363516

zbMATH Keywords

integrated square errorkernel density estimatesmean integrated square errordetermination of window sizeleast-squares cross-validatory criterion

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

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