Cross-validation and the smoothing of orthogonal series density estimators

DOI10.1016/0047-259X(87)90001-7zbMATH Open0619.62033MaRDI QIDQ1089698FDOQ1089698

Authors: Peter Hall 

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

consistencyefficiencyHermite seriesunbiasednessmean square errororthogonal functionsasymptotically optimalcosine seriesmean integrated square errorcross-validatory policyleast-squares cross-validationsequential-seriessmoothed orthogonal series density estimatessmoothing policytwo- parameter smoothing

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric inference (62G99) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Cites Work

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Cited In (12)

• Spline local basis methods for nonparametric density estimation
• Nonparametric estimation of the pair correlation function of replicated inhomogeneous point processes
• 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
• Density estimation with laguerre series and censored samples
• Estimating multivariate latent-structure models
• Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence
• Adaptive orthogonal series density estimation for small samples
• Nonparametric Wavelet Regression for Binary Response

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