A Comparison of Cross-Validation Techniques in Density Estimation

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@bullet a Comparison of Cross-validation Techniques in Density Estimation! (comparison in Density Estimation)

• • ~~~~~~ In the setting of nonparametric multivariate density estimation, theorems are established which allow a comparison of the Kullback-Leibler and the Least Squares cross-validation methods of smoothing parameter selection. The family of delta sequence estimators (including kernel, orthogonal series, histogram and histospline estimators) is considered. These theorems also show that eithe...

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ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 1987

ISSN: 0090-5364

DOI: 10.1214/aos/1176350258