Unconstrained pilot selectors for smoothed cross-validation
From MaRDI portal
Publication:2802759
Recommendations
- Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
- Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation
- Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
- Smoothed cross-validation
- A comparative study of several smoothing methods in density estimation
Cites work
- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- scientific article; zbMATH DE number 837911 (Why is no real title available?)
- L2Version Of The Double Kernel Method
- A comparative study of several smoothing methods in density estimation
- A simple root \(n\) bandwidth selector
- Bootstrapping the mean integrated squared error
- Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
- Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
- Cross-Validation of Multivariate Densities
- Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation
- Data‐driven choice of the smoothing parametrization for kernel density estimators
- Error analysis for general multtvariate kernel estimators
- Estimation of integrated squared density derivatives
- Higher order cumulants of random vectors and applications to statistical inference and time series
- Kronecker product permutation matrices and their application to moment matrices of the normal distribution
- Lower bounds for bandwidth selection in density estimation
- Moments and cumulants of the multivariate normal distribution
- Multivariate plug-in bandwidth selection
- Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
- On some kernel density estimation bandwidth selectors related to the double kernel method
- Plug-in bandwidth matrices for bivariate kernel density estimation
- Smoothed cross-validation
- The d-variate vector Hermite polynomial of order k
- The commutation matrix: Some properties and applications
- The direct product permuting matrices
- Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
Cited in
(12)- On multivariate associated kernels to estimate general density functions
- Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density
- Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting
- Bayesian selector of adaptive bandwidth for multivariate gamma kernel estimator on [0,∞ )d
- Bayesian local bandwidth selector in multivariate associated kernel estimator for joint probability mass functions
- Adaptive manifold density estimation
- Root n estimates of vectors of integrated density partial derivative functionals
- Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions
- Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
- Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation
- Estimation of density functionals via cross-validation
- FFT-based fast bandwidth selector for multivariate kernel density estimation
This page was built for publication: Unconstrained pilot selectors for smoothed cross-validation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2802759)
