Choice of kernel order in density estimation (Q1098510): Difference between revisions

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Latest revision as of 15:25, 10 December 2024

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Choice of kernel order in density estimation
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    Choice of kernel order in density estimation (English)
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    1988
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    The selection of the order, i.e. number of vanishing moments, of the kernel in a kernel density estimator is considered from two points of view. First, theoretical properties are investigated by a mean integrated squared error analysis of the problem. Second, and perhaps more importantly, cross validation is proposed as a practical method of choice, and theoretical backing for this is provided through an asymptotic optimality result.
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    smoothness
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    variable-order kernel
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    number of vanishing moments
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    kernel density estimator
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    mean integrated squared error analysis
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    cross validation
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    asymptotic optimality result
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