Choice of kernel order in density estimation (Q1098510): Difference between revisions
From MaRDI portal
Set profile property. |
Normalize DOI. |
||
(One intermediate revision by one other user not shown) | |||
Property / DOI | |||
Property / DOI: 10.1214/aos/1176350697 / rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aos/1176350697 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1979779310 / rank | |||
Normal rank | |||
Property / DOI | |||
Property / DOI: 10.1214/AOS/1176350697 / rank | |||
Normal rank |
Latest revision as of 15:25, 10 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Choice of kernel order in density estimation |
scientific article |
Statements
Choice of kernel order in density estimation (English)
0 references
1988
0 references
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.
0 references
smoothness
0 references
variable-order kernel
0 references
number of vanishing moments
0 references
kernel density estimator
0 references
mean integrated squared error analysis
0 references
cross validation
0 references
asymptotic optimality result
0 references