Improving cross-validated bandwidth selection using subsampling-extrapolation techniques

DOI10.1016/J.CSDA.2015.03.005MaRDI QIDQ1663252zbMATH OpenOpenAlexFDO

Authors Qing Wang, Bruce G. Lindsay

Publication date 21 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.csda.2015.03.005

zbMATH Keywords

cross-validationbandwidth selectionsubsamplingextrapolationnonparametric kernel density estimator\(L^2\) distance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07)

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Cites work

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• scientific article; zbMATH DE number 4184696 (Why is no real title available?)
• An Empirical Study of Indirect Cross-Validation
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• Bandwidth selection: Classical or plug-in?
• Completeness of Order Statistics
• Exact mean integrated squared error
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• Indirect cross-validation for density estimation
• Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators^†
• Linear Model Selection by Cross-Validation
• Model Selection in High Dimensions: A Quadratic-Risk-Based Approach
• Model assessment tools for a model false world
• On Kullback-Leibler loss and density estimation
• Reducing variability of crossvalidation for smoothing-parameter choice
• Stability Selection
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Variance estimation of a general u-statistic with appllication to cross-validation

Cited in

(4)

• On distribution function estimation using log-odds interpolation
• Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation
• Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications
• A Lattice-Based Smoother for Regions With Irregular Boundaries and Holes

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