Gcneralizod Least Squares Cross-Validation in Kernel Density Estimation
The kernel density estination is the most popular method in density estimation. The main issue is bande width selection,which is a hot topic and is still frustration statisticians,The generalized least aquares cross-validation bandwidth selector is proposed,which significantly improves the classical selector for its variability and undersmoothing,adapts to different kinds of densities,and outperforms the existing bandwidth selectors in statistical literature and software.
核密度估计 广义交叉验证 带宽选择
Jin Zhang
School of Mathematics and Statistics, Yunnan University, Kunming, Yunnan,650091China
国内会议
北京
英文
79-97
2008-11-11(万方平台首次上网日期,不代表论文的发表时间)