Optimal cross-validation in density estimation with the L^sup 2^-loss

We analyze the performance of cross-validation (CV) in the density estimation framework with two purposes: (i) risk estimation and (ii) model selection. The main focus is given to the so-called leave-p-out CV procedure (Lpo), where p denotes the cardinality of the test set. Closed-form expressions a...

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Veröffentlicht in:	The Annals of statistics 2014-10, Vol.42 (5), p.1879
1. Verfasser:	Celisse, Alain
Format:	Artikel
Sprache:	eng
Schlagworte:	Estimating techniques Mathematical models Risk assessment Sample size Simulation Studies
Online-Zugang:	Volltext
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