Asymptotics for least squares cross-validation bandwidths in nonsmooth cases

DOI10.1214/aos/1176348790zbMath0763.62025OpenAlexW2111164046MaRDI QIDQ1206734

A. J. van Es

Publication date: 1 April 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348790

zbMATH Keywords

rate of convergenceasymptotic normalitybandwidth selectionmean integrated squared errorkernel density estimatorsintegrated squared errorsmoothness propertiesleast squares cross- validation method

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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