Cross-validation and the smoothing of orthogonal series density estimators
From MaRDI portal
(Redirected from Publication:1089698)
consistencyefficiencyHermite seriesunbiasednessmean square errororthogonal functionsasymptotically optimalcosine seriesmean integrated square errorcross-validatory policyleast-squares cross-validationsequential-seriessmoothed orthogonal series density estimatessmoothing policytwo- parameter smoothing
Recommendations
- L\({}_ 1\) and \(L_ 2\) cross-validation for density estimation with special reference to orthogonal expansions
- ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS
- On robust cross-validation for nonparametric smoothing
- On Generalized Cross-Validation for Multivariate Smoothing Spline Functions
- On a likelihood-based approach in nonparametric smoothing and cross- validation
- Cross-validation techniques in density estimation under dependence conditions
Cites work
- scientific article; zbMATH DE number 3137533 (Why is no real title available?)
- scientific article; zbMATH DE number 3144052 (Why is no real title available?)
- scientific article; zbMATH DE number 3951808 (Why is no real title available?)
- scientific article; zbMATH DE number 3789676 (Why is no real title available?)
- scientific article; zbMATH DE number 3215680 (Why is no real title available?)
- scientific article; zbMATH DE number 6791298 (Why is no real title available?)
- A data dependent approach to density estimation
- An Introduction to the Implementation and Theory of Nonparametric Density Estimation
- An asymptotically optimal window selection rule for kernel density estimates
- Data-based optimal smoothing of orthogonal series density estimates
- Density Estimation and Bump-Hunting by the Penalized Likelihood Method Exemplified by Scattering and Meteorite Data
- Density Estimation by Orthogonal Series
- Distribution function inequalities for martingales
- Estimation of Probability Density by an Orthogonal Series
- Estimation of the Mean by Shrinkage to a Point
- Large sample optimality of least squares cross-validation in density estimation
- Mean Squared Error Properties of Generalized Ridge Estimators
- On the Estimation of the Probability Density, I
- The Estimation of Probability Densities and Cumulatives by Fourier Series Methods
- The Selection of Terms in an Orthogonal Series Density Estimator
- Univariate density estimation by orthogonal series
Cited in
(12)- Nonparametric estimation of the pair correlation function of replicated inhomogeneous point processes
- Spline local basis methods for nonparametric density estimation
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY
- Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion
- Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method
- Uniform consistency of automatic and location-adaptive delta-sequence estimators
- The Selection of Terms in an Orthogonal Series Density Estimator
- Estimating multivariate latent-structure models
- Density estimation with laguerre series and censored samples
- Adaptive orthogonal series density estimation for small samples
- Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence
- Nonparametric Wavelet Regression for Binary Response
This page was built for publication: Cross-validation and the smoothing of orthogonal series density estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1089698)
