A comparison of cross-validation techniques in density estimation
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Publication:1089697
DOI10.1214/AOS/1176350258zbMATH Open0619.62032OpenAlexW2018334914MaRDI QIDQ1089697FDOQ1089697
Authors: J. S. Marron 
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350258
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Cited In (60)
- Bayesian inference in based-kernel regression: comparison of count data of condition factor of fish in pond systems
- Estimating functional single index models with compact support
- Cross validation in Besov spaces for multivariate density estimation and nonparametric regression with random design
- Robust Likelihood Cross-Validation for Kernel Density Estimation
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY
- A comparative study of several smoothing methods in density estimation
- A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data
- Central limit theorems for quadratic errors of nonparametric estimators
- Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators†
- Bootstrapping the distance between smooth bootstrap and sample quantile distribution
- Cross-validated SNP density estimates
- Cross-validation techniques in density estimation under dependence conditions
- A local cross-validation algorithm
- Discrete associated kernels method and extensions
- Uniform consistency of automatic and location-adaptive delta-sequence estimators
- Cross-validation in nonparametric estimation of probabilities and probability densities
- Local data-driven bandwidth choice for density estimation
- On bandwidth parameter choices for discrete nonparametric kernel estimator
- Adapting the classical kernel density estimator to data
- Smoothing parameter selection in hazard estimation
- Discrete triangular associated kernel and bandwidth choices in semiparametric estimation for count data
- THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS
- Choice of V for V-Fold Cross-Validation in Least-Squares Density Estimation
- Optimal bandwidth selection for multivariate kernel deconvolution density estimation
- Cross-validation for comparing multiple density estimation procedures
- Empirical distribution function for mixing random variables. application in nonparametric hazard estimation
- A cross-validation bandwidth choice for kernel density estimates with selection biased data
- Large sample optimality of least squares cross-validation in density estimation
- Cross-validation and the estimation of probability distributions with categorical data
- A note on density mode estimation
- Title not available (Why is that?)
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Smoothing parameter selection for smooth distribution functions
- A new kernel density estimate
- Title not available (Why is that?)
- The conditional cumulative distribution function in single functional index model
- Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
- Biased and Unbiased Cross-Validation in Density Estimation
- Bias reduction of maximum likelihood estimators using kernel estimators
- Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations
- A study on bandwidth selection in density estimation under dependence
- Cross-Validation of Multivariate Densities
- Robust kernels for kernel density estimation
- Cross-validated density estimates based on Kullback–Leibler information
- Title not available (Why is that?)
- Practical estimation of multivariate densities using wavelet methods
- A Bayesian approach to bandwidth selection for multivariate kernel density estimation
- Weak and strong uniform consistency rates of kernel density estimates for randomly censored data
- Cross-validated estimations in the single-functional index model
- On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
- Goodness‐of‐fit Test for Directional Data
- Discrete triangular distributions and non-parametric estimation for probability mass function
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- Error inference for nonparametric regression
- Least squares cross-validation for the kernel deconvolution density estimator
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
- Convergence rates for average square errors for kernel smoothing estimators
- L\({}_ 1\) and \(L_ 2\) cross-validation for density estimation with special reference to orthogonal expansions
- Testing for dispersive ordering
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