Cross-validation for comparing multiple density estimation procedures

Heng Lian

doi:10.1016/j.spl.2008.07.029

Author(s)

Heng Lian

Detail(s)

Original language	English
Pages (from-to)	112-115
Journal / Publication	Statistics and Probability Letters
Volume	79
Issue number	1
Publication status	Published - 1 Jan 2009
Externally published	Yes

Link(s)

DOI	DOI https://doi.org/10.1016/j.spl.2008.07.029 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-56949105144&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(d2107341-3319-46c0-adf2-8bfb1533a3f2).html

Abstract

We demonstrate the consistency of cross-validation for comparing multiple density estimators using simple inequalities on the likelihood ratio. In nonparametric problems, the splitting of data does not require the domination of test data over the training/estimation data, contrary to Shao [Shao, J., 1993. Linear model selection by cross-validation. J. Amer. Statist. Assoc. 88, 486-494]. The result is complementary to that of Yang [Yang, Y., 2007. Consistency of cross-validation for comparing regression procedures, Ann. Statist. 35, 2450-2473; Yang, Y., 2006. Comparing learning methods for classification. Statist. Sinica 16, 635-657]. © 2008 Elsevier B.V. All rights reserved.

Citation Format(s)

[ RIS ] [ BibTeX ]

Cross-validation for comparing multiple density estimation procedures. / Lian, Heng.
In: Statistics and Probability Letters, Vol. 79, No. 1, 01.01.2009, p. 112-115.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

Lian, H 2009, 'Cross-validation for comparing multiple density estimation procedures', Statistics and Probability Letters, vol. 79, no. 1, pp. 112-115. https://doi.org/10.1016/j.spl.2008.07.029

Lian, H. (2009). Cross-validation for comparing multiple density estimation procedures. Statistics and Probability Letters, 79(1), 112-115. https://doi.org/10.1016/j.spl.2008.07.029

Lian H. Cross-validation for comparing multiple density estimation procedures. Statistics and Probability Letters. 2009 Jan 1;79(1):112-115. doi: 10.1016/j.spl.2008.07.029

Lian, Heng. / Cross-validation for comparing multiple density estimation procedures. In: Statistics and Probability Letters. 2009 ; Vol. 79, No. 1. pp. 112-115.