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Search: subject:"Least squares cross validation"
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asymmetric kernels
2
asymptotic properties
2
Density estimation
1
bandwidth selection
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boundary bias
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contamination neighborhoods
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copula
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curse of dimension
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kernel estimator
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least squares cross validation
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least squares cross- validation
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least squares cross-validation bandwidth
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multivariate boundary bias
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nonparametric multivariate density estimation
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BOUEZMARNI, Taoufik
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ROMBOUTS, Jeroen V.K.
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MAMMENS, Enno
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Semiparametric multivariate density estimation for positive data using copulas
BOUEZMARNI, Taoufik
;
ROMBOUTS, Jeroen V.K.
-
Center for Operations Research and Econometrics (CORE), …
-
2007
the finite sample performance of the estimator. We find that univariate
least
squares
cross
validation
, to choose the …
Persistent link: https://www.econbiz.de/10005043675
Saved in:
2
Nonparametric density estimation for multivariate bounded data
BOUEZMARNI, Taoufik
;
ROMBOUTS, Jeroen V.K.
-
Center for Operations Research and Econometrics (CORE), …
-
2007
consistency and asymptoticnormality. We establish consistency of the
least
squares
cross-validation
method to select optimal …
Persistent link: https://www.econbiz.de/10005065413
Saved in:
3
Behavior of kernel density estimates and bandwidth selectors for contaminated data sets
MAMMENS, Enno
;
PARK, Byeong
-
Center for Operations Research and Econometrics (CORE), …
-
1992
In this paper robustness properties are studied for kernel density estimators. A plug-in and
least
squares
cross-validation
…
Persistent link: https://www.econbiz.de/10005043332
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