Generalized least squares cross‐validation in kernel density estimation

DOI10.1111/STAN.12061MaRDI QIDQ6066208zbMATH OpenOpenAlexFDO

Authors

Publication date 12 December 2023

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/stan.12061

zbMATH Keywords

bandwidthintegrated squared errornormal mixtureoversmoothingundersmoothing

Mathematics Subject Classification ID

Statistics (62-XX) Nonparametric inference (62Gxx) Applications of statistics (62Pxx)

Recommendations

• A weighted least-squares cross-validation bandwidth selector for kernel density estimation
• A hybrid bandwidth selection methodology for kernel density estimation
• An automatic bandwidth selector for kernel density estimation
• Bandwidth selection for kernel density estimation
• scientific article; zbMATH DE number 7408882

Cites work

• A comparative study of several smoothing methods in density estimation
• Adaptive normal reference bandwidth based on quantile for kernel density estimation
• An asymptotically optimal window selection rule for kernel density estimates
• Biased and Unbiased Cross-Validation in Density Estimation
• Bootstrapping the mean integrated squared error
• Density Estimation and Suicide Risks in Psychiatric Treatment
• Exact mean integrated squared error
• scientific article; zbMATH DE number 3841083 (Why is no real title available?)
• scientific article; zbMATH DE number 3870398 (Why is no real title available?)
• scientific article; zbMATH DE number 3789676 (Why is no real title available?)
• scientific article; zbMATH DE number 469135 (Why is no real title available?)
• scientific article; zbMATH DE number 469336 (Why is no real title available?)
• scientific article; zbMATH DE number 219862 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 837911 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• scientific article; zbMATH DE number 854955 (Why is no real title available?)
• Large sample optimality of least squares cross-validation in density estimation
• On Estimation of a Probability Density Function and Mode
• Remarks on Some Nonparametric Estimates of a Density Function
• Smoothing methods in statistics
• Smoothing techniques. With implementation in S
• Statistical Analysis of Financial Data in S-Plus

Cited in

(9)

• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Kernel estimation with cross-validation using the fast Fourier transform
• Estimates for the generalized cross-validation function via an extrapolation and statistical approach
• On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
• Do-Validation for Kernel Density Estimation
• Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models
• scientific article; zbMATH DE number 7408882 (Why is no real title available?)
• Novel kernel density estimator based on ensemble unbiased cross-validation
• A note on the computation of the generalized cross-validation function for ill-conditioned least squares problems

This page was built for publication: Generalized least squares cross‐validation in kernel density estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6066208)