Modified cross-validation in density estimation

DOI10.1016/0378-3758(92)90157-NMaRDI QIDQ1193996zbMATH OpenOpenAlexFDO

Authors Winfried Stute

Publication date 27 September 1992

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(92)90157-n

zbMATH Keywords

consistencykernel density estimationbandwidth selection\(U\)-statisticintegrated squared errorbiased cross-validationconsistent minimizersmodified cross- validationsmall sample simulation

Mathematics Subject Classification ID

Density estimation (62G07)

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Cites work

• scientific article; zbMATH DE number 3658755 (Why is no real title available?)
• Biased and Unbiased Cross-Validation in Density Estimation
• Curve Estimates
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Large sample optimality of least squares cross-validation in density estimation

Cited in

(12)

• L₂Version Of The Double Kernel Method
• A comparative study of several smoothing methods in density estimation
• Bandwidth selection for kernel density estimation: a review of fully automatic selectors
• A note on modified cross-validation in density estimation
• Nonparametric tilted density function estimation: a cross-validation criterion
• Nonparametric curve estimation and bootstrap bandwidth selection
• Novel kernel density estimator based on ensemble unbiased cross-validation
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• A review and some new proposals for bandwidth selection in nonparametric density estimation for dependent data
• One-sided cross-validation for nonsmooth density functions
• Biased and Unbiased Cross-Validation in Density Estimation
• Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data

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