A local cross-validation algorithm

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

zbMATH Keywords

mean squared errorkernel methoddensity estimationNumerical exampleswindow sizelocal version of squared- error cross-validation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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BIAS REDUCTION AND ELIMINATION WITH KERNEL ESTIMATORS, Properties of Bagged Nearest Neighbour Classifiers, A note on density mode estimation, On nonparametric regression with higher-order kernels, Wavelet density estimation for weighted data, Global adaptive smoothing regression, A local cross-validation algorithm for dependent data, A survey of cross-validation procedures for model selection, Bandwidth choice for nonparametric classification, Local data-driven bandwidth choice for density estimation, Nonparametric filtering of conditional state-price densities, Zero-Bias Locally Adaptive Density Estimators, Unnamed Item, Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model, Nonparametric localized bandwidth selection for Kernel density estimation, Numerical results concerning a sharp adaptive density estimator, An assessment of finite sample performance of adaptive methods in density estimation

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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