An Efficient Algorithm for the Least-Squares Cross-Validation with Symmetric and Polynomial Kernels

Bibliography

• Bowman , A.W. 1984 . An alternative method of cross-validation for the smoothing of density estimates . Biometrika , 71 : 353 – 360 .
   Web of Science ®Google Scholar
• Epanechnikov , V.A. 1969 . Nonparametric estimation of a multidimensional probability density . Theory Prob.Appl. , 14 : 153 – 158 .
   Web of Science ®Google Scholar
• Jones , M.C. and Lotwick , H.W. 1984 . A remark on Algorithm AS 176Kernel density estimation using the fast Fourier transform . Appl.Statist. , 33 : 120 – 122 . Remark AS R50
   Web of Science ®Google Scholar
• Rosenblatt , M. 1956 . Remarks on some nonparametric estimates of a density function . Ann.Math.Statist. , 27 : 832 – 837 .
   Google Scholar
• Rudemo , M. 1982 . Empirical choice of histograms and kernel density estimators . Scand.J.Statist. , 9 : 65 – 78 .
   Web of Science ®Google Scholar
• Silverman , B.W. 1982 . Kernel density estimation using the fast Fourier transform . Appl.Statist. , 31 : 93 – 97 . Statistical Algorithm AS, 176
   Web of Science ®Google Scholar
• Silverman , B.W. 1986 . Density Estimation for Statistics and Data analysis , Chapman and Hall .
   Google Scholar
• Stone , C.J. 1984 . An asymptotically optimal window selection rule for kernel density estimates . Ann.Statist. , 12 : 1285 – 1297 .
   Web of Science ®Google Scholar