Least squares cross-validation for the kernel deconvolution density estimator

DOI10.1016/S1631-073X(02)02291-4MaRDI QIDQ1600150zbMATH OpenFDO

Authors Élie Youndjé, Martin T. Wells

Publication date 28 November 2002

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 4205634 (Why is no real title available?)
• scientific article; zbMATH DE number 3789676 (Why is no real title available?)
• A comparison of cross-validation techniques in density estimation
• Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
• Data-driven deconvolution
• Deconvolving kernel density estimators
• Large sample optimality of least squares cross-validation in density estimation
• Multivariate probability density deconvolution for stationary random processes
• On the optimal rates of convergence for nonparametric deconvolution problems
• Optimal bandwidth selection in nonparametric regression function estimation
• Strong consistency and rates for deconvolution of multivariate densities of stationary processes

Cited in

(8)

• Low Order Approximations in Deconvolution and Regression with Errors in Variables
• Least squares type estimation of the transition density of a particular hidden Markov chain
• Optimal bandwidth selection for multivariate kernel deconvolution density estimation
• Do-Validation for Kernel Density Estimation
• scientific article; zbMATH DE number 5852869 (Why is no real title available?)
• scientific article; zbMATH DE number 7408882 (Why is no real title available?)
• On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
• Kernel estimation with cross-validation using the fast Fourier transform

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