Best possibility constant for bandwidth selection
From MaRDI portal
Publication:1208659
DOI10.1214/aos/1176348902zbMath0765.62041MaRDI QIDQ1208659
Jianqing Fan, James Stephen Marron
Publication date: 16 May 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348902
rate of convergence; kernel density estimator; semiparametric; optimal bandwidth; bandwidth selection methods; data based choice of the bandwidth; efficient bounds
Related Items
DENSITY ESTIMATION FOR CLUSTERED DATA, Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators, Asymptotically best bandwidth selectors in kernel density estimation, A cross-validation bandwidth choice for kernel density estimates with selection biased data, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), On the asymptotic normality of multistage integrated density derivatives kernel estimators., Root n bandwidths selectors in multivariate kernel density estimation, Fourier series-based direct plug-in bandwidth selectors for kernel density estimation, Loss and risk in smoothing parameter selection, Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth, A new bandwidth selector in hazard estimation