A Study on Bandwidth Selection in Density Estimation under Dependence
AbstractHart and Vieu proposed a modified cross validation (MCV), the "leave-(2l+1)-out" version of the simple cross validation for bandwidth selection under dependence and established its asymptotic optimality for a certain class ofl. In this article, we investigate the convergence rates of MCV.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 62 (1997)
Issue (Month): 2 (August)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Kim, Tae Yoon, 1993. "A note on moment bounds for strong mixing sequences," Statistics & Probability Letters, Elsevier, vol. 16(2), pages 163-168, January.
- Estévez-Pérez, Graciela, 2002. "On convergence rates for quadratic errors in kernel hazard estimation," Statistics & Probability Letters, Elsevier, vol. 57(3), pages 231-241, April.
- M. Sköld, 2001. "The Asymptotic Variance of the Continuous-Time Kernel Estimator with Applications to Bandwidth Selection," Statistical Inference for Stochastic Processes, Springer, vol. 4(1), pages 99-117, January.
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