Choice of V for V-Fold Cross-Validation in Least-Squares Density Estimation

zbMath1434.62041arXiv1210.5830MaRDI QIDQ2953632

Matthieu Lerasle, Sylvain Arlot

Publication date: 5 January 2017

Full work available at URL: https://arxiv.org/abs/1210.5830

zbMATH Keywords

penalizationmodel selectiondensity estimationleave-one-outleave-\(p\)-outMonte-Carlo cross-validation\(V\)-fold cross-validationresampling penalties

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09)

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