Improving cross-validated bandwidth selection using subsampling-extrapolation techniques

DOI10.1016/J.CSDA.2015.03.005zbMATH Open1470.62023OpenAlexW1997450888MaRDI QIDQ1663252FDOQ1663252

Qing Wang, Bruce G. Lindsay

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.03.005

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zbMATH Keywords

cross-validationbandwidth selectionsubsamplingextrapolationnonparametric kernel density estimator\(L^2\) distance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07)

Cites Work

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• Model Selection in High Dimensions: A Quadratic-Risk-Based Approach
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
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• Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators^†
• Completeness of Order Statistics
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• Reducing variability of crossvalidation for smoothing-parameter choice
• Facts about the gaussian probability density function

Cited In (4)

• On distribution function estimation using log-odds interpolation
• Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation
• Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications
• A Lattice-Based Smoother for Regions With Irregular Boundaries and Holes

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