Cross-validation and the smoothing of orthogonal series density estimators
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Publication:1089698
DOI10.1016/0047-259X(87)90001-7zbMath0619.62033MaRDI QIDQ1089698
Publication date: 1987
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
consistency; efficiency; mean square error; least-squares cross-validation; orthogonal functions; unbiasedness; asymptotically optimal; cosine series; Hermite series; mean integrated square error; cross-validatory policy; sequential-series; smoothed orthogonal series density estimates; smoothing policy; two- parameter smoothing
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
33C45: Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)
62G99: Nonparametric inference
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