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Cross Validation for Comparing Multiple Density Estimation Procedures | | Heng Lian
; | | Date: |
1 Aug 2007 | | 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 (1993). The
result is complementary to that of Yang (2005) and Yang (2006). | | Source: | arXiv, 0708.0061 | | Services: | Forum | Review | PDF | Favorites | |
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