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stat.ME2008★ 1 cited
Empirical study of indirect cross-validation
Olga Y. Savchuk, Jeffrey D. Hart, Simon J. Sheather
In this paper we provide insight into the empirical properties of indirect cross-validation (ICV), a new method of bandwidth selection for kernel density estimators. First, we desc…
stat.ME2008★ 1 cited
Indirect Cross-validation for Density Estimation
Olga Y. Savchuk, Jeffrey D. Hart, Simon J. Sheather
A new method of bandwidth selection for kernel density estimators is proposed. The method, termed indirect cross-validation, or ICV, makes use of so-called selection kernels. Least…