Explicit Solutions for the Asymptotically-Optimal Bandwidth in Cross Validation
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- Karim Abadir & Michel Lubrano, 2010. "Explicit Solutions For The Asymptotically-Optimal Bandwidth In Cross Validation," Working Papers halshs-00472750, HAL.
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Keywordsbandwidth choice; cross validation; nonparametric density estimation; analytical solution;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-06-26 (All new papers)
- NEP-ECM-2010-06-26 (Econometrics)
- NEP-ETS-2010-06-26 (Econometric Time Series)
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