A local cross-validation algorithm
From MaRDI portal
Publication:1122896
DOI10.1016/0167-7152(89)90002-3zbMATH Open0676.62038OpenAlexW2003953728MaRDI QIDQ1122896FDOQ1122896
Authors: William R. Schucany, Peter Hall
Publication date: 1989
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(89)90002-3
Recommendations
density estimationmean squared errorkernel methodNumerical exampleswindow sizelocal version of squared- error cross-validation
Cites Work
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- Title not available (Why is that?)
- An asymptotically optimal window selection rule for kernel density estimates
- Title not available (Why is that?)
- Title not available (Why is that?)
- Large sample optimality of least squares cross-validation in density estimation
- On the amount of noise inherent in bandwidth selection for a kernel density estimator
- Title not available (Why is that?)
Cited In (24)
- Title not available (Why is that?)
- Numerical results concerning a sharp adaptive density estimator
- Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model
- BIAS REDUCTION AND ELIMINATION WITH KERNEL ESTIMATORS
- Title not available (Why is that?)
- Wavelet density estimation for weighted data
- Cross-validation in nonparametric estimation of probabilities and probability densities
- Local data-driven bandwidth choice for density estimation
- On nonparametric regression with higher-order kernels
- Kernel bandwidth optimization in spike rate estimation
- Bandwidth choice for nonparametric classification
- Cross-validation for comparing multiple density estimation procedures
- Large sample optimality of least squares cross-validation in density estimation
- A note on density mode estimation
- Zero-Bias Locally Adaptive Density Estimators
- An assessment of finite sample performance of adaptive methods in density estimation
- Optimal cross-validation in density estimation with the \(L^{2}\)-loss
- Global adaptive smoothing regression
- Nonparametric filtering of conditional state-price densities
- Nonparametric localized bandwidth selection for kernel density estimation
- Title not available (Why is that?)
- A survey of cross-validation procedures for model selection
- A local cross-validation algorithm for dependent data
- Properties of Bagged Nearest Neighbour Classifiers
This page was built for publication: A local cross-validation algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1122896)