Biased and Unbiased Cross-Validation in Density Estimation
From MaRDI portal
Publication:3793525
DOI10.2307/2289391zbMath0648.62037OpenAlexW4232203977MaRDI QIDQ3793525
George R. Terrell, David W. Scott
Publication date: 1987
Full work available at URL: http://hdl.handle.net/1911/101613
Monte Carlo simulationexamplemean integrated squared errorkernel density estimationU statisticsunbiased estimatesbiased estimatescomparison of estimatorssmall sample behaviorselection of smoothing parametersbiased cross- validation criteriahistogram density estimatorsleast squares cross-validation procedure
Related Items
Full bandwidth matrix selectors for gradient kernel density estimate, On testing whether burn-in is required under the long-run average cost, Bandwidth selection for kernel density estimation: a review of fully automatic selectors, Bootstrap bandwidth selection in kernel density estimation from a contaminated sample, Consistency of cross-validation when the data are curves, Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method, Automatic bandwidth selection for recursive kernel density estimators with length-biased data, A data-driven stochastic collocation approach for uncertainty quantification in MEMS, Consistency properties for the nearest neighbour estimator of the density function and applications based on α-mixing samples, Nonparametric estimation of joint discrete-continuous probability densities with applications, Root n bandwidths selectors in multivariate kernel density estimation, An investigation into adult human height distributions using kernel density estimation, A data-driven kernel estimator of the density function, Kernel estimation for characteristics of pure jump processes, Bayesian approach to the choice of smoothing parameter in kernel density estimation, Accuracy of binned kernel functional approximations, A note on modified cross-validation in density estimation, A comparative study of several smoothing methods in density estimation, Kernel contrasts: a data-based method of choosing smoothing parameters in nonparametric density estimation, Improved statistical models for limited datasets in uncertainty quantification using stochastic collocation, Optimal bandwidth selection for kernel density functionals estimation, FFT-based fast bandwidth selector for multivariate kernel density estimation, Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data, On bandwidth selection using minimal spanning tree for kernel density estimation, Histogram for hazard rate estimation, Modification of the adaptive Nadaraya-Watson kernel method for nonparametric regression (simulation study), Universal smoothing factor selection in density estimation: theory and practice. (With discussion), Smooth estimation of a reliability function in ranked set sampling, Nonparametric inference for interval data using kernel methods, Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices, Generalized least squares cross‐validation in kernel density estimation, Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications, Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation, Spline local basis methods for nonparametric density estimation, Automatic data-based bin width selection for rose diagram, Novel kernel density estimator based on ensemble unbiased cross-validation, Kernel density estimation on the torus, A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data, Scaling Oversmoothing Factors for Kernel Estimation of Spatial Relative Risk, The negative correlations between data-determined bandwidths and the optimal bandwidth, Pointwise and uniform convergence of kernel density estimators using random bandwidths, Adaptive normal reference bandwidth based on quantile for kernel density estimation, Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions, Some automated methods of smoothing time-dependent data, A new kernel density estimator based on the minimum entropy of data set, Optimized fixed-size kernel models for large data sets, Direct Density Derivative Estimation, A probabilistic algorithm approximating solutions of a singular PDE of porous media type, Bandwidth selection: Classical or plug-in?, Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence, Lower bounds for bandwidth selection in density estimation, Smoothed cross-validation, Measuring the stability of histogram appearance when the anchor position is changed, Modified cross-validation in density estimation, On Semiparametric Mode Regression Estimation, A bandwidth selection for kernel density estimation of functions of random variables, Data based bandwidth selection in kernel density estimation with parametric start via kernel contrasts, A simple root n bandwidth selector for nonparametric regression, Histogram-kernel error and its application for bin width selection in histograms, New approaches to nonparametric density estimation and selection of smoothing parameters, Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method, Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation, Unnamed Item, Improving Sheather and Jones’ bandwidth selector for difficult densities in kernel density estimation, A cautionary note about crossvalidatory choice, On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth, Density estimation using non-parametric and semi-parametric mixtures, Density estimation, A general and fast convergent bandwidth selection method of kernel estimator, A note on kernel density estimation for non-negative random variables, Nonparametric multivariate density estimation using mixtures, Nonparametric estimation of intensities of nonhomogeneous Poisson processes, Averaging of density kernel estimators, KERNEL DENSITY ESTIMATION WITH MISSING DATA AND AUXILIARY VARIABLES, Statistical models for e-learning data, Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data, Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions, Estimation of finite mixtures with symmetric components, A short note on optimal bandwidth selection for kernel estimators, Remark concerning data-dependent bandwidth choice in density estimation, Theoretical properties of bandwidth selectors for kernel density estimation on the circle, Unnamed Item, Robust comparison of kernel densities on spherical domains, Nonparametric density estimation for multivariate bounded data, An Adaptive Minimum Spanning Tree Multielement Method for Uncertainty Quantification of Smooth and Discontinuous Responses, On automatic kernel density estimate-based tests for goodness-of-fit, Variable bandwidth selection in varying-coefficient models, Unnamed Item, The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator, Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators†, Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors, A semiparametric generalized ridge estimator and link with model averaging, L\({}_ 1\) and \(L_ 2\) cross-validation for density estimation with special reference to orthogonal expansions, Comments on a data based bandwidth selector, Asymptotically optimal choice of the smoothing parameter in a nonparametric kernel estimator for a probability density, An assessment of finite sample performance of adaptive methods in density estimation, Nonlinear autoregressive stochastic frontier model with dynamic technical inefficiency in panel data, On the asymptotic normality of the kernel estimators of the density function and its derivatives under censoring
