Pages that link to "Item:Q1073495"
From MaRDI portal
The following pages link to Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation (Q1073495):
Displaying 28 items.
- Fourier series-based direct plug-in bandwidth selectors for kernel density estimation (Q3021205) (← links)
- Gamma Kernel Intensity Estimation in Temporal Point Processes (Q3102868) (← links)
- Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators<sup>†</sup> (Q3432297) (← links)
- On the use of pilot estimators in bandwidth selection (Q3432308) (← links)
- An iterative bandwidth selector for kernel estimation of densities and their derivatives (Q3432393) (← links)
- Loss and risk in smoothing parameter selection (Q3432400) (← links)
- A regression point of view toward density estimation (Q3432405) (← links)
- Bootstrap Bandwidth Selection Using an <i>h</i>‐Dependent Pilot Bandwidth (Q3608257) (← links)
- Asymptotic theory of minimum integrated square error for multivariate density estimation (Q3721614) (← links)
- Data-driven deconvolution (Q4265723) (← links)
- Behaviour of kernel density estimates and bandwidth selectors for contaminated data sets (Q4331853) (← links)
- How much do plug-in bandwidth selectors adapt to non-smoothness? (Q4365360) (← links)
- A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data (Q4609018) (← links)
- (Q4633027) (← links)
- New view on smoothing parameter selector in function estimation (Q4663384) (← links)
- Kernel contrasts: a data-based method of choosing smoothing parameters in nonparametric density estimation (Q4820842) (← links)
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289) (← links)
- A weighted least-squares cross-validation bandwidth selector for kernel density estimation (Q4976223) (← links)
- Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach (Q5037127) (← links)
- Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation (Q5107419) (← links)
- Data‐driven choice of the smoothing parametrization for kernel density estimators (Q5192950) (← links)
- Bootstrapping the correlation coefficient: a comparison of smoothing strategies (Q5287294) (← links)
- A general and fast convergent bandwidth selection method of kernel estimator (Q5448694) (← links)
- On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth (Q5952095) (← links)
- LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION (Q6078280) (← links)
- Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications (Q6086610) (← links)
- Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection (Q6099114) (← links)
- On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation (Q6177225) (← links)