The following pages link to Smoothed cross-validation (Q1184042):
Displaying 47 items.
- Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions (Q147915) (← links)
- Nonparametric density estimation for symmetric distributions by contaminated data (Q434246) (← links)
- Modifying the double smoothing bandwidth selector in nonparametric regression (Q537380) (← links)
- Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty (Q544774) (← links)
- Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices (Q619156) (← links)
- Asymptotic minimax estimation in semiparametric models (Q811051) (← links)
- A bandwidth selection for kernel density estimation of functions of random variables (Q956987) (← links)
- The missing censoring indicator model and the smoothed bootstrap (Q961134) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- Asymptotically best bandwidth selectors in kernel density estimation (Q1314689) (← links)
- Accuracy of binned kernel functional approximations (Q1351085) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion) (Q1382944) (← links)
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors (Q1596116) (← links)
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors (Q1621254) (← links)
- On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation (Q1642252) (← links)
- Optimal bandwidth selection for kernel density functionals estimation (Q1657915) (← links)
- FFT-based fast bandwidth selector for multivariate kernel density estimation (Q1658498) (← links)
- Bandwidth selection for kernel log-density estimation (Q1658984) (← links)
- On bandwidth selection using minimal spanning tree for kernel density estimation (Q1659027) (← links)
- Fast computation of spatially adaptive kernel estimates (Q1704028) (← links)
- Non-parametric estimation of the spiking rate in systems of interacting neurons (Q1744222) (← links)
- Numerical results concerning a sharp adaptive density estimator (Q1861609) (← links)
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample (Q1881003) (← links)
- Root n bandwidths selectors in multivariate kernel density estimation (Q1885364) (← links)
- A note on modified cross-validation in density estimation (Q1896175) (← links)
- Smoothing categorical data (Q1901752) (← links)
- On the minimisation of \(L^ p\) error in mode estimation (Q1922389) (← links)
- Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting (Q1951124) (← links)
- Bandwidth selection in nonparametric estimator of density derivative by smoothed cross-validation method (Q1956877) (← links)
- Bandwidth selection for local linear regression (Q1979106) (← links)
- Nonparametric estimation of volatility and its parametric analogs (Q1992278) (← links)
- On automatic kernel density estimate-based tests for goodness-of-fit (Q2084717) (← links)
- Maximum likelihood method for bandwidth selection in kernel conditional density estimate (Q2282607) (← links)
- Estimation of relative risk for events on a linear network (Q2302501) (← links)
- Cross validation for locally stationary processes (Q2313282) (← links)
- A Bayesian approach to bandwidth selection in univariate associate kernel estimation (Q2320807) (← links)
- Pointwise and uniform convergence of kernel density estimators using random bandwidths (Q2439645) (← links)
- Relative efficiency of local bandwidths in kernel density estimation<sup>∗</sup> (Q2716935) (← links)
- SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES (Q2746386) (← links)
- UNCONSTRAINED PILOT SELECTORS FOR SMOOTHED CROSS-VALIDATION (Q2802759) (← links)
- Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism (Q2954232) (← links)
- Nonparametric analysis of aggregate loss models (Q3183878) (← links)
- Direct Density Derivative Estimation (Q5380441) (← links)
- Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation (Q5467705) (← links)
- Sparse estimation within Pearson's system, with an application to financial market risk (Q6059475) (← links)
- Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications (Q6086610) (← links)
