An iterative bandwidth selector for kernel estimation of densities and their derivatives

DOI10.1080/10485259408832598zbMath1380.62146OpenAlexW2074497516MaRDI QIDQ3432393

Joachim Engel, Theo Gasser, Eva Herrmann

Publication date: 16 April 2007

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259408832598

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items (10)

Universal smoothing factor selection in density estimation: theory and practice. (With discussion) ⋮ Infill asymptotics for adaptive kernel estimators of spatial intensity ⋮ Infill asymptotics and bandwidth selection for kernel estimators of spatial intensity functions ⋮ Contribution to the bandwidth choice for kernel density estimates ⋮ On estimating the cumulant generating function of linear processes ⋮ A general and fast convergent bandwidth selection method of kernel estimator ⋮ Bayesian model robustness via disparities ⋮ Estimation of densities and derivatives of densities with directional data. ⋮ Multistage plug—in bandwidth selection for kernel distribution function estimates ⋮ An assessment of finite sample performance of adaptive methods in density estimation

Cites Work

• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Lower bounds for bandwidth selection in density estimation
• Smoothed cross-validation
• A simple root \(n\) bandwidth selector
• Exact mean integrated squared error
• On optimal data-based bandwidth selection in kernel density estimation
• A Flexible and Fast Method for Automatic Smoothing
• Choice of bandwidth for kernel regression when residuals are correlated

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