A cross-validation method for data with ties in kernel density estimation.

K Żychaluk, Prakash Patil

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)

Abstract

Limitation of the cross-validation method of bandwidth selection is well known when applied to data with ties. A method which resolves this problem and which is easy to understand and implement is proposed. We show that the proposed approach is viable in theory, by proving its asymptotic equivalence to the standard cross-validation method. The practical usefulness is shown in simulations and an application to a real data example.
Original languageEnglish
Pages (from-to)21-44
Number of pages24
JournalInstitute of Statistical Mathematics. Annals
Volume60
Issue number1
Early online date8 Nov 2006
DOIs
Publication statusPublished - 1 Mar 2008

Keywords

  • kernel density estimator
  • cross-validation
  • ties

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