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• W2016576171 abstract "Application of nonparametric density estimators generally requires the specification of a smoothing parameter. The kernel estimator, for example, is not fully defined until a window width, or scaling, for the kernels has been chosen. Many data-driven techniques have been suggested for the practical choice of smoothing parameter. Of these, the most widely studied is the method of cross-validation. Our own simulations, as well as those of many other investigators, indicate that cross-validated smoothing can be an extremely effective practical solution. However, many of the most basic properties of cross-validated estimators are unknown. Indeed, recent results show that cross-validated estimators can fail even to be consistent for seemingly well-behaved problems. In this paper we will review the application of cross-validation to the smoothing problem, and establish $L_1$ consistency for certain cross-validated kernels and histograms." @default.
• W2016576171 created "2016-06-24" @default.
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• W2016576171 date "1983-03-01" @default.
• W2016576171 modified "2023-09-26" @default.
• W2016576171 title "Consistent Cross-Validated Density Estimation" @default.
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• W2016576171 doi "https://doi.org/10.1214/aos/1176346053" @default.
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