A local cross-validation algorithm for dependent data
type: Item
instance of: scholarly article
title: A local cross-validation algorithm for dependent data
zbMATH Open document ID: 0765.62047
DOI: 10.1007/BF02562667
author: Juan Manuel Vilar-Fernández
author: Alejandro Quintela-del-Río
published in: Test
publication date: 1993-05-16T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 168794
zbMATH Keywords: mean integrated squared error
zbMATH Keywords: locally optimal data-driven bandwidths
zbMATH Keywords: alpha-mixing processes
zbMATH Keywords: strong mixing
zbMATH Keywords: smoothing parameter selection
zbMATH Keywords: kernel density estimation
zbMATH Keywords: dependent data
zbMATH Keywords: local criteria
zbMATH Keywords: least squares cross-validation
zbMATH Keywords: asymptotic equivalence of different local measures of least squares error
zbMATH Keywords: asymptotic optimality
zbMATH Keywords: MISE
zbMATH Keywords: global bandwidth
zbMATH Keywords: simulation study
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 168794