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Further theoretical and practical insight to the do-validated bandwidth selector
Enno Mammen,María Dolores Martínez Miranda,Jens Perch Nielsen,Stefan Sperlich 한국통계학회 2014 Journal of the Korean Statistical Society Vol.43 No.3
Recent contributions to kernel smoothing show that the performance of cross-validatedbandwidth selectors improves significantly from indirectness and that the recent dovalidatedmethod seems to provide the most practical alternative among these methods. Inthis paper we show step by step how classical cross-validation improves in theory, as wellas in practice, from indirectness and that do-validated estimators improve in theory, butnot in practice, from further indirectness. This paper therefore provides a strong support forthe practical and theoretical properties of do-validated bandwidth selection. Do-validationis currently being introduced to survival analysis in a number of contexts and this paperprovides evidence that this might be the immediate step forward.