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Do-Validation for Kernel Density Estimation

Published in Journal of the American Statistical Association • Apr 18, 2011
Authors:
Enno Mammen
,
María Dolores Martínez Miranda
,
Jens Perch Nielsen

Abstract

Bandwidth selection in kernel density estimation is one of the fundamental model selection problems of mathematical statistics. The study of this problem took major steps forward with the articles of Hall and Marron (1987) and Hall and Johnstone (1992). Since then, the focus seems to have been on va...

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