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Local Cross-validation for Spectrum Bandwidth Choice

โœ Scribed by Carlos Velasco

Book ID
108549423
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
617 KB
Volume
21
Category
Article
ISSN
0143-9782

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๐Ÿ“œ SIMILAR VOLUMES

A Cross-Validation Bandwidth Choice for
A Cross-Validation Bandwidth Choice for Kernel Density Estimates with Selection Biased Data
โœ Colin O. Wu ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 376 KB

This paper studies the risks and bandwidth choices of a kernel estimate of the underlying density when the data are obtained from s independent biased samples. The main results of this paper give the asymptotic representation of the integrated squared errors and the mean integrated squared errors of

Asymptotic Behavior of Bandwidth Selecte
Asymptotic Behavior of Bandwidth Selected by the Cross-Validation Method for Local Polynomial Fitting
โœ Yingcun Xia; W.K. Li ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 183 KB

In this paper, the asymptotic optimality of the cross validation bandwidth selector for the local polynomial fitting under strongly mixing dependence is obtained. The asymptotic normality of the bandwidth selected by the cross-validation method is derived, which is an extension of W.