A local cross-validation algorithm for dependent data

DOI10.1007/BF02562667zbMath0765.62047MaRDI QIDQ1209931

Juan M. Vilar Fernández, Alejandro Quintela-del-Río

Publication date: 16 May 1993

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

strong mixingsimulation studymean integrated squared errorkernel density estimationasymptotic optimalitydependent dataMISEsmoothing parameter selectionalpha-mixing processesleast squares cross-validationasymptotic equivalence of different local measures of least squares errorglobal bandwidthlocal criterialocally optimal data-driven bandwidths

Mathematics Subject Classification ID

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

Related Items (7)

Nonparametric estimation of density derivatives of dependent data ⋮ On the estimation of the marginal density of a moving average process ⋮ Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence ⋮ A nonparametric conditional mode estimate ⋮ Nonparametric estimation of the hazard function under dependence conditions ⋮ Non‐parametric Regression with Dependent Censored Data ⋮ An assessment of finite sample performance of adaptive methods in density estimation

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