Journal of applied mathematics & informatics
- Volume 3 Issue 2
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- Pages.183-192
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- 1996
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
GLOBAL MINIMA OF LEAST SQUARES CROSS VALIDATION FOR A SYMMETRIC POLYNOMIAL KEREL WITH FINITE SUPPORT
- Jung, Kang-Mo (Department of Mathematics KAIST) ;
- Kim, Byung-Chun (Department of Industrial Management KAIST)
- Published : 1996.03.01
Abstract
The least squares cross validated bandwidth is the mini-mizer of the corss validation function for choosing the smooth parame-ter 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 sup-port. Also we suggest an algorithm for finding global minima of the crass validation function.
Keywords