Consistent cross-validated density estimation
From MaRDI portal
Cited in
(32)- Robust Likelihood Cross-Validation for Kernel Density Estimation
- A comparative study of several smoothing methods in density estimation
- Estimation of a delta-contaminated density of a random intensity of Poisson data
- Strong \(L_ 1\)-norm consistency of data based histogram estimates of densities
- Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators†
- Akaike's information criterion and Kullback-Leibler loss for histogram density estimation
- Estimation of heavy-tailed probability density function with applications to Web data
- A comparative study of some kernel-based nonparametric density estimators
- Adapting the classical kernel density estimator to data
- On the choice of a truncation point in fourier series density estimation
- Gamma kernel intensity estimation in temporal point processes
- Multiple predicting \(K\)-fold cross-validation for model selection
- Smoothed nonparametric estimation in window censored semi-Markov processes
- On the choice of a discrepancy functional for model selection
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function
- Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios
- A semi-Bayesian method for nonparametric density estimation.
- A review and some new proposals for bandwidth selection in nonparametric density estimation for dependent data
- Two semi-parametric empirical Bayes estimators
- On a problem concerning spacings
- Almost sure \(L_ 1\)-norm convergence for data-based histogram density estimates
- Accuracy of transformed kernel density estimates for a heavy-tailed distribution
- Cross-validated density estimates based on Kullback–Leibler information
- On the use of compactly supported density estimates in problems of discrimination
- On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
- Kernel density estimation on the torus
- On estimating the number of components in a finite mixture of power series distributions
- A survey of cross-validation procedures for model selection
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- Image Segmentation with Shape Priors: Explicit Versus Implicit Representations
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data
This page was built for publication: Consistent cross-validated density estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1838243)
