Consistent Cross-Validated Density Estimation
نویسندگان
چکیده
منابع مشابه
Self-consistent method for density estimation
The estimation of a density profile from experimental data points is a challenging problem, usually tackled by plotting a histogram. Prior assumptions on the nature of the density, from its smoothness to the specification of its form, allow the design of more accurate estimation procedures, such as Maximum Likelihood. Our aim is to construct a procedure that makes no explicit assumptions, but s...
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Consistency of the kernel density estimator requires that the kernel bandwidth tends to zero as the sample size grows. In this paper we investigate the question of whether consistency is possible when the bandwidth is fixed, if we consider a more general class of weighted KDEs. To answer this question in the affirmative, we introduce the fixed-bandwidth KDE (fbKDE), obtained by solving a quadra...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1983
ISSN: 0090-5364
DOI: 10.1214/aos/1176346053