Multivariate kernel density estimation: Difference between revisions

Revision as of 15:02, 15 September 2010

Revision as of 15:08, 15 September 2010

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=== Smoothed cross validation ===

Smoothed cross validation (SCV) is a subset of a larger class of [[cross-validation_(statistics) | cross validation]] techniques. THE SCV estimator differs from the plug-in estimator in the second term

<math>\operatorname{SCV}(\bold{H}) = n^{-1} |\bold{H}|^{-1/2} R(K) +

n^{-2} \sum_{i=1}^n \sum_{j=1}^n (K_{2\bold{H} +2\bold{G}} - 2K_{\bold{H} +2\bold{G}}

+ K_{2\bold{G}}) (\bold{X}_i - \bold{X}_j)</math>

<ref name="CD2010">{{cite journal|doi=10.1007/s11749-009-0168-4 | author1=Chacón, J.E | author2=Duong, T. | title=Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices | journal=[[Test]] | year=2010 | volume=19 | pages=375-398}}</ref>.

=== Smoothed cross validation ===

== References ==