MODIFIED CROSS-VALIDATION IN DENSITY-ESTIMATION

被引：20

作者：

STUTE, W ^{[1
]}

机构：

[1] UNIV GIESSEN,INST MATH,W-6300 GIESSEN,GERMANY

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1992年 / 30卷 / 03期

关键词：

BIASED CROSS-VALIDATION; DENSITY ESTIMATION; CONSISTENCY;

D O I：

10.1016/0378-3758(92)90157-N

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose a new modified (biased) cross-validation method for adaptively determining the bandwidth in a nonparametric density estimation setup. It is shown that the method provides consistent minimizers. Some simulation results are reported on which compare the small sample behavior of the new and the classical cross-validation selectors.

引用

页码：293 / 305

页数：13

共 50 条

[1] A NOTE ON MODIFIED CROSS-VALIDATION IN DENSITY-ESTIMATION
FELUCH, W
KORONACKI, J
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1992, 13 (02) : 143 - 151
[2] CROSS-VALIDATION IN DENSITY-ESTIMATION
HALL, P
[J]. BIOMETRIKA, 1982, 69 (02) : 383 - 390
[3] A COMPARISON OF CROSS-VALIDATION TECHNIQUES IN DENSITY-ESTIMATION
MARRON, JS
[J]. ANNALS OF STATISTICS, 1987, 15 (01): : 152 - 162
[4] BIASED AND UNBIASED CROSS-VALIDATION IN DENSITY-ESTIMATION
SCOTT, DW
TERRELL, GR
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1987, 82 (400) : 1131 - 1146
[5] LARGE SAMPLE OPTIMALITY OF LEAST-SQUARES CROSS-VALIDATION IN DENSITY-ESTIMATION
HALL, P
[J]. ANNALS OF STATISTICS, 1983, 11 (04): : 1156 - 1174
[6] Indirect Cross-Validation for Density Estimation
Savchuk, Olga Y.
Hart, Jeffrey D.
Sheather, Simon J.
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2010, 105 (489) : 415 - 423
[7] Estimation of density functionals via cross-validation
Chacon, Jose E.
Tenreiro, Carlos
[J]. STATISTICA NEERLANDICA, 2024,
[8] L1 AND L2 CROSS-VALIDATION FOR DENSITY-ESTIMATION WITH SPECIAL REFERENCE TO ORTHOGONAL EXPANSIONS
ROSSI, R
BRUNK, HD
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1988, 6 (03) : 203 - 227
[9] EXTENT TO WHICH LEAST-SQUARES CROSS-VALIDATION MINIMIZES INTEGRATED SQUARE ERROR IN NONPARAMETRIC DENSITY-ESTIMATION
HALL, P
MARRON, JS
[J]. PROBABILITY THEORY AND RELATED FIELDS, 1987, 74 (04) : 567 - 581
[10] Cross-validation for comparing multiple density estimation procedures
Lian, Heng
[J]. STATISTICS & PROBABILITY LETTERS, 2009, 79 (01) : 112 - 115

← 1 2 3 4 5 →