A comparative study of some kernel-based nonparametric density estimators

DOI10.1080/00949658508810822zbMath0565.62026OpenAlexW2060852468MaRDI QIDQ3680077

Adrian W. Bowman

Publication date: 1985

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658508810822

zbMATH Keywords

cross-validationcomparative studynearest neighbourFixed and variable kernelssmoothness of kernel-based density estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Related Items (18)

Optimizing Time Histograms for Non-Poissonian Spike Trains ⋮ Random approximations to some measures of accuracy in nonparametric curve estimation ⋮ Adapting the classical kernel density estimator to data ⋮ A comparative study of several smoothing methods in density estimation ⋮ On the use of compactly supported density estimates in problems of discrimination ⋮ Optimal bandwidth selection for kernel density functionals estimation ⋮ Cross-validated density estimates based on Kullback–Leibler information ⋮ Akaike's information criterion and Kullback-Leibler loss for histogram density estimation ⋮ Universal smoothing factor selection in density estimation: theory and practice. (With discussion) ⋮ The generalized cross entropy method, with applications to probability density estimation ⋮ Projection pursuit discriminant analysis ⋮ A comparative study of the edge—corrected kernel—based nearest neighbour density estimators for point processes ⋮ Optimal smoothing parameters for multivariate fized and adaptive kernel methods ⋮ On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate ⋮ Non-asymptotic bandwidth selection for density estimation of discrete data ⋮ Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators^† ⋮ Density based tests for goodness-of-fit ⋮ An assessment of finite sample performance of adaptive methods in density estimation

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