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非参数回归函数估计中的最优带宽选择
Kernel estimators of an unknown multivariate regression function are investigated. A bandwidth-selection rule is considered, which can be formulated in terms of cross validation. Under mild assumptions on the kernel and the unknown regression function, it is seen that this rule is asymptotically optimal.
核密度估计带宽选择的渐近有效解法
A data-driven method of choosing the bandwidth, $h$, of a kernel density estimator is heuristically motivated by considering modifications of the Kullback-Leibler or pseudo-likelihood cross-validation function. It is seen that this means of choosing $h$ is asymptotically equivalent to taking the $h$ that minimizes some compelling error criteria such as the average squared error and the integrated squared error. Thus, for a given kernel function, the bandwidth can be chosen…
非参数判别中趋近贝叶斯风险的最优收敛速率
Consider the multiclassification (discrimination) problem with known prior probabilities and a multi-dimensional vector of observations. Assume the underlying densities corresponding to the various classes are unknown but a training sample of size $N$ is available from each class. Rates of convergence to Bayes risk are investigated under smoothness conditions on the underlying densities of the type often seen in nonparametric density estimation. These rates can be…