EXTENT TO WHICH LEAST-SQUARES CROSS-VALIDATION MINIMIZES INTEGRATED SQUARE ERROR IN NONPARAMETRIC DENSITY-ESTIMATION

被引:126
作者
HALL, P [1 ]
MARRON, JS [1 ]
机构
[1] UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA
关键词
D O I
10.1007/BF00363516
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:567 / 581
页数:15
相关论文
共 23 条
[1]   SOME GLOBAL MEASURES OF DEVIATIONS OF DENSITY-FUNCTION ESTIMATES [J].
BICKEL, PJ ;
ROSENBLA.M .
ANNALS OF STATISTICS, 1973, 1 (06) :1071-1095
[2]  
BOWMAN AW, 1984, BIOMETRIKA, V71, P353
[3]  
BOWMAN AW, 1984, BIOMETRIKA, V71, P341
[4]  
BOWMAN AW, 1982, 84AWB1 MANCH SHEFF S
[5]   CONSISTENT CROSS-VALIDATED DENSITY-ESTIMATION [J].
CHOW, YS ;
GEMAN, S ;
WU, LD .
ANNALS OF STATISTICS, 1983, 11 (01) :25-38
[6]  
Csorgo M., 1981, STRONG APPROXIMATION
[7]  
Devroye L., 1985, NONPARAMETRIC DENSIT
[8]  
DUIN RPW, 1976, IEEE T COMPUT, V25, P1175, DOI 10.1109/TC.1976.1674577
[9]  
HABBEMA JDF, 1974, STEPWISE DISCRIMINAN, P101
[10]   LARGE SAMPLE OPTIMALITY OF LEAST-SQUARES CROSS-VALIDATION IN DENSITY-ESTIMATION [J].
HALL, P .
ANNALS OF STATISTICS, 1983, 11 (04) :1156-1174