One-sided cross-validation for nonsmooth density functions

DOI10.48550/ARXIV.1703.05157zbMATH Open1505.62356arXiv1703.05157OpenAlexW2996671566WikidataQ126576114 ScholiaQ126576114MaRDI QIDQ154558FDOQ154558

Authors: Olga Savchuk, Olga Y. Savchuk 

Publication date: 15 March 2017

Published in: Computational Statistics (Search for Journal in Brave)

Abstract: One-sided cross-validation (OSCV) is a bandwidth selection method initially introduced by Hart and Yi (1998) in the context of smooth regression functions. Mart'{i}nez-Miranda et al. (2009) developed a version of OSCV for smooth density functions. This article extends the method for nonsmooth densities. It also introduces the fully robust OSCV modification that produces consistent OSCV bandwidths for both smooth and nonsmooth cases. Practical implementations of the OSCV method for smooth and nonsmooth densities are discussed. One of the considered cross-validation kernels has potential for improving the OSCV method's implementation in the regression context.

Full work available at URL: https://arxiv.org/abs/1703.05157

Recommendations

• One-sided cross-validation for nonsmooth regression functions
• Fully robust one-sided cross-validation for regression functions
• One-Sided Cross-Validation
• Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators^†
• Modified cross-validation in density estimation

zbMATH Keywords

cross-validationkernel density estimationone-sided cross-validation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Nonparametric regression and quantile regression (62G08)

Cites Work

• Title not available (Why is that?)
• Fully robust one-sided cross-validation for regression functions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Brief Survey of Bandwidth Selection for Density Estimation
• Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous
• Smoothing techniques. With implementation in S
• Asymptotics for least squares cross-validation bandwidths in nonsmooth cases
• Bandwidth selection in marker dependent kernel hazard estimation
• Bandwidth selection: Classical or plug-in?
• Smoothing survival densities in practice
• One-sided cross-validation for nonsmooth regression functions
• Do-Validation for Kernel Density Estimation
• Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives
• Further theoretical and practical insight to the do-validated bandwidth selector
• One-Sided Cross-Validation
• A review and comparison of bandwidth selection methods for kernel regression
• A weighted least-squares cross-validation bandwidth selector for kernel density estimation
• Indirect cross-validation for density estimation
• Double one-sided cross-validation of local linear hazards
• An Empirical Study of Indirect Cross-Validation
• Corrigendum

Cited In (5)

• One-sided cross-validation for nonsmooth regression functions
• OSCV
• Fully robust one-sided cross-validation for regression functions
• ASYMPTOTIC STABILITY OF THE OSCV SMOOTHING PARAMETER SELECTION
• One-Sided Cross-Validation

Uses Software

• KernSmooth
• OSCV
• ICV

This page was built for publication: One-sided cross-validation for nonsmooth density functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q154558)