Nonparametric Density Estimation: Robust Cross-Validation Bandwidth Selection via Randomized Choices

Didier A. Girard (1)

1 IPS - Inférence Processus Stochastiques

http://demonstrations.wolfram.com/NonparametricDensityEstimationRobustCrossValidationBandwidth/. This Demonstration considers a simple nonparametric curve estimation problem: how to estimate a univariate pdf f (short for probability density function) when n observations drawn from f are known.

Mots clés: nonparametric density function estimation; unbiased risk estimation (C_L) method; cross-validation; bandwidth selection; kernel smoothing; robustification; bootstrap

Domaines: Statistiques [math.ST]

Didier A. Girard. Nonparametric Density Estimation: Robust Cross-Validation Bandwidth Selection via Randomized Choices. 2018. ⟨hal-01957055⟩