| Author(s): |
Cox, D., Kim, T. |
| Abstract: |
Hart and Vieu proposed a modified cross validation (MCV), the "leave-(2l+1)-out" version of the simple cross validation for bandwidth selection under dependence and established its asymptotic optimality for a certain class ofl. In this article, we investigate the convergence rates of MCV. |
| Citation: |
Journal of Multivariate Analysis, Vol.62, No.2, p.190-203 |
 |
|
|