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- W3140137951 abstract "We study a general and efficient nonparametric density estimation procedure for local bases, including B-splines, using a novel statistical Galerkin method, combined with basis duality theory. We provide an efficient cross-validation procedure to select the bandwidth, based on closed-form expressions in terms of the primal and dual basis. By utilizing a closed-form expression for the dual basis, we are able to compute the least-squares cross validation formula in closed-form, which allows us to effectively determine the bandwidth. The full computational procedure achieves optimal complexity, and is very accurate in comparisons with existing estimation procedures, including state-of-the-art kernel density estimators. Our theoretical results are supported by extensive numerical experiments, which demonstrate the efficiency and accuracy of the new methodology." @default.
- W3140137951 created "2021-04-13" @default.
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- W3140137951 date "2021-01-01" @default.
- W3140137951 modified "2023-09-25" @default.
- W3140137951 title "Nonparametric Density Estimation and Bandwidth Selection with B-spline bases: a Novel Galerkin Method" @default.
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- W3140137951 doi "https://doi.org/10.2139/ssrn.3769651" @default.
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