I know that various questions already deal with this topic, but I don't think anyone has answered this before!
I'm reading a paper in which the authors claim to use 20-fold cross validation to estimate the bandwidth of a Gaussian KDE.
What does this mean? I've read up on cross validation for KDE bandwidth estimation, but every example I have found (including the 'standards' least squares and maximum likelihood) don't have an 'n-fold' mentioned, because they use the leave-one-out approach (hence n is always equal to the number of data points).
Thanks for any light you can shed.