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
收藏
页码：293 / 305
页数：13
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