On bandwidth choice for density estimation with dependent data (Q1922388)
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English | On bandwidth choice for density estimation with dependent data |
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On bandwidth choice for density estimation with dependent data (English)
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1 September 1996
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integrated squared error
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kernel methods
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mean integrated squared error
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short-range dependence
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window width
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empirical bandwidth choice
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range of dependence
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Gaussian process
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density estimation
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long-range dependence
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optimal bandwidths
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mean squared errors
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plug-in empirical bandwidth selector
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cross-validation
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