Optimal cross-validation in density estimation with the \(L^{2}\)-loss
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Publication:480972
DOI10.1214/14-AOS1240zbMath1305.62179arXiv0811.0802WikidataQ63258474 ScholiaQ63258474MaRDI QIDQ480972
Publication date: 12 December 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0811.0802
model selectionresamplingcross-validationdensity estimationconcentration inequalitiesoracle inequalityrisk estimationleave-\(p\)-outprojection estimators
Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Approximations to statistical distributions (nonasymptotic) (62E17)
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