Cross-validation Revisited

DOI10.1080/03610918.2013.862275zbMath1338.62102OpenAlexW2251448689MaRDI QIDQ2809619

Santanu Dutta

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

zbMATH Keywords

density estimationleast-squares cross-validationpseudo-likelihood

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items (1)

Novel kernel density estimator based on ensemble unbiased cross-validation

Cites Work

• Unnamed Item
• 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
• Large sample optimality of least squares cross-validation in density estimation
• On the amount of noise inherent in bandwidth selection for a kernel density estimator
• 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

This page was built for publication: Cross-validation Revisited