A local cross-validation algorithm for dependent data (Q1209931)
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scientific article; zbMATH DE number 168794
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A local cross-validation algorithm for dependent data |
scientific article; zbMATH DE number 168794 |
Statements
A local cross-validation algorithm for dependent data (English)
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16 May 1993
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mean integrated squared error
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locally optimal data-driven bandwidths
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alpha-mixing processes
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strong mixing
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smoothing parameter selection
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kernel density estimation
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dependent data
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local criteria
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least squares cross-validation
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asymptotic equivalence of different local measures of least squares error
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asymptotic optimality
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MISE
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global bandwidth
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simulation study
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