Salgado-Ugarte, Isaias H.; Perez-Hernandez, Marco A. - In: Stata Journal 3 (2003) 2, pp. 133-147
hundreds of data observations, least-squares cross-validation bandwidth rarely produces useful estimates; with thousands of … observations, this problem can be surpassed. Optimal bandwidth and biased cross-validation (BCV), in general, oversmooth multimodal …