A local cross-validation algorithm
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- Tingting Cheng & Jiti Gao & Xibin Zhang, 2016. "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 7/16, Monash University, Department of Econometrics and Business Statistics.
- Farmen, Mark & Marron, J. S., 1999. "An assessment of finite sample performance of adaptive methods in density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 30(2), pages 143-168, April.
- Vieu, Philippe, 1996. "A note on density mode estimation," Statistics & Probability Letters, Elsevier, vol. 26(4), pages 297-307, March.
- A. Quintela del Río & J. Vilar Fernández, 1992. "A local cross-validation algorithm for dependent data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 1(1), pages 123-153, December.
- Yixiao Sun, 2005. "Adaptive Estimation of the Regression Discontinuity Model," Econometrics 0506003, EconWPA.
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Keywordscross-validation density estimation kernel method local estimation window size;
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