Cross-validation in nonparametric estimation of probabilities and probability densities

DOI10.1093/BIOMET/71.2.341MaRDI QIDQ3683348zbMATH OpenOpenAlexFDO

Authors Adrian W. Bowman, D. M. Titterington, Peter Hall

Publication date 1984

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/71.2.341

zbMATH Keywords

consistencydensity estimationdiscrete datalarge-sample propertiesquadratic lossKullback-Leibler lossexpected lossgeneral kernelsfinite sample spacecross- validationestimating cell probabilitiesgeneral measure of loss

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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(32)

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• Probability estimation via smoothing in sparse contingency tables with ordered categories
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• On Kullback-Leibler loss and density estimation
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• Nonparametric \(\phi\)-divergence estimation and test for model selection
• Averaging estimators for discrete choice by \(M\)-fold cross-validation
• Local polynomial regression with an ordinal covariate
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• Gamma kernel intensity estimation in temporal point processes
• Cross-validation and the estimation of probability distributions with categorical data
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• Biased and Unbiased Cross-Validation in Density Estimation
• Smoothed bootstrap confidence intervals with discrete data
• The generalized cross entropy method, with applications to probability density estimation
• On the use of compactly supported density estimates in problems of discrimination
• Tail density estimation for exploratory data analysis using kernel methods
• Nonparametric density estimation with respect to the Linex loss function
• On cross-validation for discrete kernel estimates in discrimination
• Cross validation in Besov spaces for multivariate density estimation and nonparametric regression with random design
• Multinomial Inverse Regression for Text Analysis
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
• An Empirical Study of Indirect Cross-Validation

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