Cross-validation in nonparametric estimation of probabilities and probability densities

DOI10.1093/BIOMET/71.2.341MaRDI QIDQ3683348zbMATH OpenOpenAlexFDO

Authors Adrian W. Bowman, D. M. Titterington, Peter Hall

Publication date 1984

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/71.2.341

zbMATH Keywords

consistencycross- validationdensity estimationdiscrete dataestimating cell probabilitiesexpected lossfinite sample spacegeneral kernelsgeneral measure of lossKullback-Leibler losslarge-sample propertiesquadratic loss

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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• Cross validation in Besov spaces for multivariate density estimation and nonparametric regression with random design
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