Lower bounds for bandwidth selection in density estimation (Q1178978): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:47, 29 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lower bounds for bandwidth selection in density estimation |
scientific article |
Statements
Lower bounds for bandwidth selection in density estimation (English)
0 references
26 June 1992
0 references
It is shown that any bandwidth selector for a kernel density estimator is at least \(n^{-1/10}\) apart (in relative magnitude) from the minimizer of the integrated squared error, while for the mean integrated squared error the lower bound is \(n^{-1/2}\). This bound is achieved for certain plug-in estimators.
0 references
relative rate of convergence
0 references
cross-validation
0 references
bandwidth selector
0 references
kernel density estimator
0 references
integrated squared error
0 references
mean integrated squared error
0 references
lower bound
0 references
plug-in estimators
0 references
