Cross-validation for comparing multiple density estimation procedures

DOI10.1016/J.SPL.2008.07.029zbMath1169.62026arXiv0708.0061OpenAlexW2035051910MaRDI QIDQ2518961

Heng Lian

Publication date: 21 January 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.0061

Mathematics Subject Classification ID

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

Cites Work

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• Asymptotic equivalence of nonparametric regression and white noise
• Asymptotic equivalence of density estimation and Gaussian white noise
• Information-theoretic determination of minimax rates of convergence
• Convergence rates of posterior distributions.
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Consistency of cross validation for comparing regression procedures
• Linear Model Selection by Cross-Validation

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