A Cross-Validatory Choice of Smoothing Parameter in Adaptive Location Estimation

DOI10.2307/2290773zbMath0780.62029OpenAlexW3121542167MaRDI QIDQ3142125

Byeong U. Park

Publication date: 20 December 1993

Full work available at URL: https://doi.org/10.2307/2290773

zbMATH Keywords

bootstrap methodcross-validationsimulation studyefficient score functionfinite sample performancedata-driven bandwidth selectorkernel-based adaptive location estimatorsnew data-driven method

Mathematics Subject Classification ID

Density estimation (62G07) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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