Smoothed cross-validation
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Cites work
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- scientific article; zbMATH DE number 3892434 (Why is no real title available?)
- A Kernel Method for Smoothing Point Process Data
- A data dependent approach to density estimation
- An asymptotically optimal window selection rule for kernel density estimates
- Averaged shifted histograms: Effective nonparametric density estimators in several dimensions
- Bandwidth selection for kernel density estimation
- Biased and Unbiased Cross-Validation in Density Estimation
- Bootstrap choice of the smoothing parameter in kernel density estimation
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Distribution function inequalities for martingales
- Equivalence of Smoothing Parameter Selectors in Density and Intensity Estimation
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Cited in
(80)- Nonparametric construction of probability maps under local stationarity
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- Nonparametric curve estimation and bootstrap bandwidth selection
- Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence
- Adaptive normal reference bandwidth based on quantile for kernel density estimation
- Geometric framework for statistical analysis of eye tracking heat maps, with application to a tobacco waterpipe study
- Sparse estimation within Pearson's system, with an application to financial market risk
- Regularization of positive signal nonparametric filtering in multiplicative observation model
- Test of Significance for High-Dimensional Thresholds with Application to Individualized Minimal Clinically Important Difference
- Estimation of density functionals via cross-validation
- Cross validation for locally stationary processes
- Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting
- Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- The missing censoring indicator model and the smoothed bootstrap
- On bandwidth selection using minimal spanning tree for kernel density estimation
- Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth
- Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
- Nonparametric density estimation for symmetric distributions by contaminated data
- Non-parametric estimation of the spiking rate in systems of interacting neurons
- A comparative study of several smoothing methods in density estimation
- scientific article; zbMATH DE number 4011663 (Why is no real title available?)
- On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth
- Reducing variability of crossvalidation for smoothing-parameter choice
- On the minimisation of \(L^ p\) error in mode estimation
- Numerical results concerning a sharp adaptive density estimator
- Choice of kernel order in density estimation
- Nonparametric estimation of volatility and its parametric analogs
- A Cross-Validatory Choice of Smoothing Parameter in Adaptive Location Estimation
- Pointwise and uniform convergence of kernel density estimators using random bandwidths
- Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty
- Bandwidth selection for local linear regression
- Estimation of relative risk for events on a linear network
- Conditional quantile estimation by local logistic regression
- A note on modified cross-validation in density estimation
- Asymptotic minimax estimation in semiparametric models
- A survey of cross-validation procedures for model selection
- Nonparametric multivariate density estimation using mixtures
- Further theoretical and practical insight to the do-validated bandwidth selector
- Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions
- A bandwidth selection for kernel density estimation of functions of random variables
- Equivalence of Smoothing Parameter Selectors in Density and Intensity Estimation
- Maximum likelihood estimation of a multi-dimensional log-concave density. With discussion and authors' reply
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Bandwidth selection in nonparametric estimator of density derivative by smoothed cross-validation method
- Nonparametric analysis of aggregate loss models
- A weighted least-squares cross-validation bandwidth selector for kernel density estimation
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors
- Smoothing parameter selection for smooth distribution functions
- scientific article; zbMATH DE number 6276226 (Why is no real title available?)
- Bandwidth selection for kernel log-density estimation
- Unconstrained pilot selectors for smoothed cross-validation
- Nonparametric spatial prediction under stochastic sampling design
- An iterative bandwidth selector for kernel estimation of densities and their derivatives
- A Bayesian approach to bandwidth selection in univariate associate kernel estimation
- SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES
- FFT-based fast bandwidth selector for multivariate kernel density estimation
- Kernel contrasts: a data-based method of choosing smoothing parameters in nonparametric density estimation
- A simple root n bandwidth selector for nonparametric regression
- Relative efficiency of local bandwidths in kernel density estimation∗
- Bias corrected bootstrap bandwidth selection
- Optimal bandwidth selection for kernel density functionals estimation
- Exact risk approaches to smoothing parameter selection
- Modifying the double smoothing bandwidth selector in nonparametric regression
- Scale measures for bandwidth selection
- On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation
- Accuracy of binned kernel functional approximations
- Asymptotically best bandwidth selectors in kernel density estimation
- Root n bandwidths selectors in multivariate kernel density estimation
- Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism
- Smoothing categorical data
- L2Version Of The Double Kernel Method
- Fast computation of spatially adaptive kernel estimates
- Direct density derivative estimation
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