A plug-in rule for bandwidth selection in circular density estimation
✍ Scribed by M. Oliveira; R.M. Crujeiras; A. Rodríguez-Casal
- Book ID
- 113557878
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 683 KB
- Volume
- 56
- Category
- Article
- ISSN
- 0167-9473
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📜 SIMILAR VOLUMES
Hart 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 of l. In this article, we investigate the convergence rates of MCV.
With mild restrictions placed on the kernel, kernel estimates of an unknown multivariatc density are investigated when the observed data are dependent. A modified cross validation rule, the simple 'leave-(2P + 1)-o&' version of simple cross validation, is considered for bandwidth selection. Under th