On the non-consistency of the L2-cross-validated kernel density estimate

Luc Devroye

Type: Article

Publication Date: 1989-10-01

Citations: 10

DOI: https://doi.org/10.1016/0167-7152(89)90022-9

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Statistics & Probability Letters - View

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Works That Cite This (10)

Action	Title	Year	Authors
+	Universal smoothing factor selection in density estimation: theory and practice	1997	Duc Devroye Jan Beirlant Ricardo Cao Ricardo Fraiman Peter Hall M. C. Jones Gábor Lugosi Enno Mammen J. S. Marron César Sánchez-Sellero
+	Impossibility of weak convergence of kernel density estimators to a non-degenerate law in<i>L</i><sub>2</sub>(ℝ<sup><i>d</i></sup>)	2010	Yoichi Nishiyama
+	The Discrepancy Principle for Choosing Bandwidths in Kernel Density Estimation	2011	Thoralf Mildenberger
+	Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators<sup>†</sup>	1991	Bert van Es
+	Behaviour of kernel density estimates and bandwidth selectors for contaminated data sets	1996	Enno Mammen Byeong U. Park
+	A note on modified cross-validation in density estimation	1992	W. Feluch Jacek Koronacki
+	On the non-consistency of an estimate of Chiu	1994	Luc Devroye
+	The double kernel method in density estimation	1989	Luc Devroye
+	Behavior of kernel density estimates and bandwidth selectors for contaminated data sets	1992	Enno Mammens Byeong Park
+	Estimation of density functionals via cross‐validation	2024	José E. Chacón Carlos Tenreiro

Works Cited by This (20)

Action	Title	Year	Authors
+	On the Nonconsistency of Maximum Likelihood Nonparametric Density Estimators	1981	Eugene F. Schuster Gavin G. Gregory
+ PDF Chat	Large Sample Optimality of Least Squares Cross-Validation in Density Estimation	1983	Peter Hall
+ PDF Chat	On the Relationship Between Stability of Extreme Order Statistics and Convergence of the Maximum Likelihood Kernel Density Estimate	1989	Michel Broniatowski Paul Deheuvels Luc Devroye
+	An alternative method of cross-validation for the smoothing of density estimates	1984	Adrian Bowman
+	On the Integral Mean Square Error of Some Nonparametric Estimates for the Density Function	1974	É. A. Nadaraya
+ PDF Chat	Remarks on Some Nonparametric Estimates of a Density Function	1956	Murray Rosenblatt
+ PDF Chat	Consistent Cross-Validated Density Estimation	1983	Y. S. Chow Stuart Geman Lili Wu
+ PDF Chat	A Comparison of Cross-Validation Techniques in Density Estimation	1987	J. S. Marron
+	On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions	1976	Duin
+	Minimizing L1 distance in nonparametric density estimation	1988	Peter Hall M. P. Wand