Data-driven bandwidth choice for density estimation based on dependent data (Q916260)

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Data-driven bandwidth choice for density estimation based on dependent data
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    Data-driven bandwidth choice for density estimation based on dependent data (English)
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    1990
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    alpha-mixing processes
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    finite sample sizes
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    bandwidth selection problem
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    kernel density estimation
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    leave-out technique
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    cross-validated bandwiths
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    asymptotically optimal
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    strong mixing condition
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    dependence model
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    simulation study
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