Smoothed cross-validation
From MaRDI portal
Publication:1184042
DOI10.1007/BF01205233zbMath0742.62042WikidataQ57308730 ScholiaQ57308730MaRDI QIDQ1184042
Hall, Peter, Byeong U. Park, James Stephen Marron
Publication date: 28 June 1992
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
rate of convergence; kernel density estimator; bandwidth selection; mean integrated squared error; presmoothing; least squares cross- validation method; smoothed bootstrap estimate
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
Related Items
Bias corrected bootstrap bandwidth selection, Exact risk approaches to smoothing parameter selection, A simple root n bandwidth selector for nonparametric regression, Asymptotically best bandwidth selectors in kernel density estimation, Accuracy of binned kernel functional approximations, A comparative study of several smoothing methods in density estimation, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), A note on modified cross-validation in density estimation, Smoothing categorical data, On the minimisation of \(L^ p\) error in mode estimation, Bandwidth selection for local linear regression, Scale measures for bandwidth selection, L2Version Of The Double Kernel Method
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- Averaged shifted histograms: Effective nonparametric density estimators in several dimensions
- Large sample optimality of least squares cross-validation in density estimation
- An asymptotically optimal window selection rule for kernel density estimates
- Estimation of integrated squared density derivatives
- On the amount of noise inherent in bandwidth selection for a kernel density estimator
- Lower bounds for bandwidth selection in density estimation
- Bandwidth selection for kernel density estimation
- Distribution function inequalities for martingales
- On optimal data-based bandwidth selection in kernel density estimation
- A Kernel Method for Smoothing Point Process Data
- A data dependent approach to density estimation
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- Biased and Unbiased Cross-Validation in Density Estimation
- Equivalence of Smoothing Parameter Selectors in Density and Intensity Estimation
- Local Bandwidth Selection for Kernel Estimates
- Bootstrap choice of the smoothing parameter in kernel density estimation
- Monte Carlo Study of Three Data-Based Nonparametric Probability Density Estimators
- Kernel density estimation revisited
- On Choosing a Delta-Sequence
