Cross-validation Revisited
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Publication:2809619
DOI10.1080/03610918.2013.862275zbMath1338.62102OpenAlexW2251448689MaRDI QIDQ2809619
Publication date: 30 May 2016
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2013.862275
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Cites Work
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- On the relationship between stability of extreme order statistics and convergence of the maximum likelihood kernel density estimate
- An asymptotically efficient solution to the bandwidth problem of kernel density estimation
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- On Kullback-Leibler loss and density estimation
- A simple root \(n\) bandwidth selector
- A comparative study of several smoothing methods in density estimation
- Density estimation using bootstrap bandwidth selector
- Bandwidth selection: Classical or plug-in?
- Nonparametric density estimation for nonmixing approximable stochastic processes
- Local Smoothing Using the Bootstrap
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