Section: New Results

Resampling and density estimation

Participant : Alain Celisse.

We characterized the behavior of cross-validation (Lpo) in density estimation with the $L^2$-loss. We considered two aspects: risk estimation and model selection. For the first one, we settled leave-one-out is optimal. On the contrary for the second one, we provided the first guidelines toward an optimal choice of the parameter $p$. In particular, this choice depends on the convergence rate of the best estimator in the family we consider.