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- W1571074914 abstract "We define a general V-fold cross-validation type method based on robust tests, which is an extension of the hold-out defined by Birge [7, Section 9]. We give some theoretical results showing that, under some weak assumptions on the considered statistical procedures , our selected estimator satisfies an oracle type inequality. We also introduce a fast algorithm that implements our method. Moreover we show in our simulations that this V-fold performs generally well for estimating a density for different sample sizes, and can handle well-known problems, such as binwidth selection for histograms or bandwidth selection for kernels. We finally provide a comparison with other classical V-fold methods and study empirically the influence of the value of V on the risk." @default.
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- W1571074914 date "2015-06-01" @default.
- W1571074914 modified "2023-09-27" @default.
- W1571074914 title "A new V-fold type procedure based on robust tests" @default.
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