A local cross-validation algorithm
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Publication:1122896
DOI10.1016/0167-7152(89)90002-3zbMath0676.62038OpenAlexW2003953728MaRDI QIDQ1122896
William R. Schucany, Hall, Peter
Publication date: 1989
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(89)90002-3
mean squared errorkernel methoddensity estimationNumerical exampleswindow sizelocal version of squared- error cross-validation
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Cites Work
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- Large sample optimality of least squares cross-validation in density estimation
- An asymptotically optimal window selection rule for kernel density estimates
- On the amount of noise inherent in bandwidth selection for a kernel density estimator
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