A Bayesian approach to bandwidth selection in univariate associate kernel estimation

DOI10.1080/15598608.2013.756286zbMath1425.62062OpenAlexW2093267888MaRDI QIDQ2320807

Nabil Zougab, Célestin C. Kokonendji, Smail Adjabi

Publication date: 27 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2013.756286

zbMATH Keywords

likelihoodMCMC methodcross validation

Mathematics Subject Classification ID

Density estimation (62G07) Monte Carlo methods (65C05)

Related Items (8)

Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation ⋮ Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions ⋮ Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model ⋮ Semi-parametric approach for approximating the ruin probability of classical risk models with large claims ⋮ On multivariate associated kernels to estimate general density functions ⋮ Bayesian local bandwidth selector in multivariate associated kernel estimator for joint probability mass functions ⋮ Bayesian variance-stabilizing kernel density estimation using conjugate prior ⋮ Comparison study to bandwidth selection in binomial kernel estimation using Bayesian approaches

Uses Software

• BayesDA
• Gibbsit

Cites Work

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• Discrete associated kernels method and extensions
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• Smoothed cross-validation
• Inference from iterative simulation using multiple sequences
• Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions
• Semiparametric estimation for count data through weighted distributions
• Remarks on Some Nonparametric Estimates of a Density Function
• Cross-validation in density estimation
• Discrete triangular distributions and non-parametric estimation for probability mass function
• On Estimation of a Probability Density Function and Mode
• Bayesian inference on GARCH models using the Gibbs sampler

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