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A cross-validation method for data with ties in kernel density estimation

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Abstract

Limitation of the cross-validation method of bandwidth selection is well known when applied to data with ties. A method which resolves this problem and which is easy to understand and implement is proposed. We show that the proposed approach is viable in theory, by proving its asymptotic equivalence to the standard cross-validation method. The practical usefulness is shown in simulations and an application to a real data example.

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Authors and Affiliations

  1. Sensing Imaging and Signal Processing Group, School of Electrical and Electronic Engineering, Faculty of Engineering and Physical Sciences, University of Manchester, Moffat Building, Sackville Street, Manchester, M60 1QD, UK

    Kamila Żychaluk

  2. The University of Birmingham, The Watson Building, Birmingham, B15 2TT, UK

    Prakash N. Patil

Authors
  1. Kamila Żychaluk
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  2. Prakash N. Patil
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Correspondence to Kamila Żychaluk.

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Żychaluk, K., Patil, P.N. A cross-validation method for data with ties in kernel density estimation. AISM 60, 21–44 (2008). https://doi.org/10.1007/s10463-006-0077-1

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  • DOI: https://doi.org/10.1007/s10463-006-0077-1

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