标题： 间接交叉验证的经验研究 显示英文标题

标题： Empirical study of indirect cross-validation

摘要： 本文探讨了间接交叉验证（ICV）的经验性质，这是一种用于核密度估计器的带宽选择新方法。 首先，我们描述了该方法，并报告了用于开发某些ICV参数实际用途模型的理论结果。 接下来，我们提供了详细描述一个数值研究，显示ICV方法通常在有限样本中优于最小二乘交叉验证（LSCV）。 ICV的主要优势之一是其相较于LSCV具有更高的稳定性。 两个真实数据实例展示了使用ICV及其局部版本的好处。 显示英文摘要

摘要： In this paper we provide insight into the empirical properties of indirect cross-validation (ICV), a new method of bandwidth selection for kernel density estimators. First, we describe the method and report on the theoretical results used to develop a practical-purpose model for certain ICV parameters. Next, we provide a detailed description of a numerical study which shows that the ICV method usually outperforms least squares cross-validation (LSCV) in finite samples. One of the major advantages of ICV is its increased stability compared to LSCV. Two real data examples show the benefit of using both ICV and a local version of ICV.