Kernel estimation with cross-validation using the fast Fourier transform

DOI10.1016/0165-1765(92)90072-7zbMath0761.62039OpenAlexW1995506806MaRDI QIDQ1195550

Jon A. Breslaw

Publication date: 14 December 1992

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(92)90072-7

zbMATH Keywords

cross-validationconditional meanfast Fourier transform algorithmGAUSS codeleave one out caseunivariate kernel density estimates

Mathematics Subject Classification ID

Density estimation (62G07) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Multi-dimensional functional principal component analysis ⋮ Implementation of recursive nonparametric kernel estimation and a monte carlo study on its finite sample properties

Uses Software

• GAUSS
• AS 176

Cites Work

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• Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
• On Non-Parametric Estimates of Density Functions and Regression Curves