Unconstrained pilot selectors for smoothed cross-validation
DOI10.1111/J.1467-842X.2011.00639.XzbMATH Open1334.62049OpenAlexW2170110094MaRDI QIDQ2802759FDOQ2802759
Authors: José E. Chacón, Tarn Duong 
Publication date: 27 April 2016
Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-842x.2011.00639.x
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cross-validationkernel density estimationmean integrated squared errorunconstrained bandwidth matrices
Nonparametric estimation (62G05) Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cites Work
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- Error analysis for general multtvariate kernel estimators
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- A comparative study of several smoothing methods in density estimation
- Title not available (Why is that?)
- Smoothed cross-validation
- Multivariate plug-in bandwidth selection
- Cross-Validation of Multivariate Densities
- Plug-in bandwidth matrices for bivariate kernel density estimation
- Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
- Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation
- Kronecker product permutation matrices and their application to moment matrices of the normal distribution
- The \(d\)-variate vector Hermite polynomial of order \(k\)
- The direct product permuting matrices
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- Bootstrapping the mean integrated squared error
- A simple root \(n\) bandwidth selector
- Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
- Data‐driven choice of the smoothing parametrization for kernel density estimators
- Higher order cumulants of random vectors and applications to statistical inference and time series
- Lower bounds for bandwidth selection in density estimation
- On some kernel density estimation bandwidth selectors related to the double kernel method
- L2Version Of The Double Kernel Method
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
- Estimation of density functionals via cross-validation
- Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation
- FFT-based fast bandwidth selector for multivariate kernel density estimation
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