Local data-driven bandwidth choice for density estimation

DOI10.1016/0378-3758(89)90039-6zbMath0689.62027OpenAlexW2008441038MaRDI QIDQ581956

Philippe Vieu, Pascal Sarda, Jan Mielniczuk

Publication date: 1989

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(89)90039-6

zbMATH Keywords

cross-validationasymptotic resultskernel density estimationdata-driven locally selected bandwidthslocal quadratic errorsMean integrated squared error

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (20)

Smoothing parameter selection for smooth distribution functions ⋮ BIAS REDUCTION AND ELIMINATION WITH KERNEL ESTIMATORS ⋮ Uniform consistency of automatic and location-adaptive delta-sequence estimators ⋮ Properties of Bagged Nearest Neighbour Classifiers ⋮ A note on density mode estimation ⋮ A plug-in rule for bandwidth selection in circular density estimation ⋮ On the risk of estimates for block decreasing densities ⋮ Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions ⋮ Improved methods for bandwidth selection when estimating ROC curves. ⋮ A computational strategy for doubly smoothed MLE exemplified in the normal mixture model ⋮ Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence ⋮ On nonparametric local inference for density estimation ⋮ A local cross-validation algorithm for dependent data ⋮ Bandwidth choice for nonparametric classification ⋮ Nonparametric estimation of the percentile residual life function ⋮ Zero-Bias Locally Adaptive Density Estimators ⋮ Smoothing parameter selection in hazard estimation ⋮ An optimal local bandwidth selector for kernel density estimation ⋮ Numerical results concerning a sharp adaptive density estimator ⋮ An assessment of finite sample performance of adaptive methods in density estimation

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