Consistent Cross-Validated Density Estimation
交叉验证密度估计的一致性
Application of nonparametric density estimators generally requires the specification of a "smoothing parameter." The kernel estimator, for example, is not fully defined until a window width, or scaling, for the kernels has been chosen. Many "data-driven" techniques have been suggested for the practical choice of smoothing parameter. Of these, the most widely studied is the method of cross-validation. Our own simulations, as well as those of many other investigators, indicate…