Least squares cross-validation for the kernel deconvolution density estimator

DOI10.1016/S1631-073X(02)02291-4zbMath0998.62032MaRDI QIDQ1600150

Élie Youndjé, Martin T. Wells

Publication date: 28 November 2002

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

Least squares type estimation of the transition density of a particular hidden Markov chain ⋮ Low Order Approximations in Deconvolution and Regression with Errors in Variables

Cites Work

• Unnamed Item
• Unnamed Item
• Strong consistency and rates for deconvolution of multivariate densities of stationary processes
• On the optimal rates of convergence for nonparametric deconvolution problems
• Optimal bandwidth selection in nonparametric regression function estimation
• Large sample optimality of least squares cross-validation in density estimation
• A comparison of cross-validation techniques in density estimation
• Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
• Multivariate probability density deconvolution for stationary random processes
• Deconvolving kernel density estimators
• Data-driven deconvolution

This page was built for publication: Least squares cross-validation for the kernel deconvolution density estimator