Abstract
The least squares cross validated bandwidth is the minimizer of the cross validation function for choosing the smooth parameter of a kernel density estimator. It is a completely automatic method, but it requires inordinate amounts of computational time. We present a convenient formula for calculation of the cross validation function when the kernel function is a symmetric polynomial with finite support. Also we suggest an algorithm for finding global minima of the cross validation function.
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Jung, KM., Kim, B.C. Global minima of least square cross validation for a symmetric polynomial kernel with finite support. Korean J. Com. & Appl. Math. 3, 183–192 (1996). https://doi.org/10.1007/BF03008900
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DOI: https://doi.org/10.1007/BF03008900