A local cross-validation algorithm

DOI10.1016/0167-7152(89)90002-3MaRDI QIDQ1122896zbMATH OpenOpenAlexFDO

Authors William R. Schucany, Peter Hall

Publication date 1989

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(89)90002-3

zbMATH Keywords

density estimationmean squared errorkernel methodNumerical exampleswindow sizelocal version of squared- error cross-validation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cites work

• scientific article; zbMATH DE number 3951808 (Why is no real title available?)
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• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• An asymptotically optimal window selection rule for kernel density estimates
• 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
• On the amount of noise inherent in bandwidth selection for a kernel density estimator

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(24)

• Numerical results concerning a sharp adaptive density estimator
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• BIAS REDUCTION AND ELIMINATION WITH KERNEL ESTIMATORS
• scientific article; zbMATH DE number 4184696 (Why is no real title available?)
• Local data-driven bandwidth choice for density estimation
• On nonparametric regression with higher-order kernels
• Cross-validation in nonparametric estimation of probabilities and probability densities
• Bandwidth choice for nonparametric classification
• Kernel bandwidth optimization in spike rate estimation
• Cross-validation for comparing multiple density estimation procedures
• Large sample optimality of least squares cross-validation in density estimation
• A note on density mode estimation
• Zero-Bias Locally Adaptive Density Estimators
• Optimal cross-validation in density estimation with the \(L^{2}\)-loss
• Global adaptive smoothing regression
• An assessment of finite sample performance of adaptive methods in density estimation
• Nonparametric filtering of conditional state-price densities
• Nonparametric localized bandwidth selection for kernel density estimation
• scientific article; zbMATH DE number 2062404 (Why is no real title available?)
• A survey of cross-validation procedures for model selection
• A local cross-validation algorithm for dependent data
• Properties of Bagged Nearest Neighbour Classifiers

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