Multistage plug—in bandwidth selection for kernel distribution function estimates

DOI10.1080/00949650008811990zbMath0957.62031MaRDI QIDQ4493702

Edsel R. Baker, Alan M. Polansky

Publication date: 29 March 2001

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

Full work available at URL: https://doi.org/10.1080/00949650008811990

zbMATH Keywords

smoothing; squared error loss; survival function; kernel estimator; normal reference rule; plug-in rule; oversmoothing bandwith

Mathematics Subject Classification ID

62G07: Density estimation

Related Items

On the asymptotic behaviour of the ISE for automatic kernel distribution estimators, THE CONTROL CHART FOR INDIVIDUAL OBSERVATIONS FROM A MULTIVARIATE NON-NORMAL DISTRIBUTION, Unnamed Item, The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator, Symmetric smoothed bootstrap methods for ranked set samples, A data-driven kernel estimator of the density function, Unnamed Item, On kernel-based quantile estimation using different stratified sampling schemes with optimal allocation, Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators, On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes, Kernel-based estimation of P(X < Y) when X and Y are dependent random variables based on progressive type II censoring, New distribution function estimators and tests of perfect ranking in concomitant-based ranked set sampling, Multivariate control chart based on the highest possibility region, Local Smoothing for Kernel Distribution Function Estimation, Nonparametric Method for Estimating the Distribution of Time to Failure of Engineering Materials, Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators, A general and fast convergent bandwidth selection method of kernel estimator, Nonparametric Estimation of Distribution Functions of Nonstandard Mixtures, The Kernel distribution estimator of functions of random variables, Modeling long term return distribution and nonparametric market risk estimation, A general result on the uniform in bandwidth consistency of kernel-type function estimators, A new method of kernel-smoothing estimation of the ROC curve, On estimating the distribution function and odds using ranked set sampling, Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators, Plug-in bandwidth selector for the kernel relative density estimator, Plug-in bandwidth selection in kernel hazard estimation from dependent data, Inference via kernel smoothing of bootstrap \(P\) values, On the asymptotic normality of multistage integrated density derivatives kernel estimators., Polygonal smoothing of the empirical distribution function, New estimator for the variances of strata in ranked set sampling, Kernel density estimation based on progressive type-II censoring, Fourier methods for smooth distribution function estimation, Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Unnamed Item
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Estimation of integrated squared density derivatives
• Bandwidth selection for kernel density estimation
• Exact mean integrated squared error
• The performance of kernel density functions in kernel distribution function estimation
• Bandwidth selection for kernel distribution function estimation
• Smoothing parameter selection for smooth distribution functions
• Nonparametric estimates of distribution functions
• Approximation Theorems of Mathematical Statistics
• An iterative bandwidth selector for kernel estimation of densities and their derivatives
• Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
• Bandwith selection for the smoothing of distribution functions
• Note on the minimum mean integrated squared error of kernel estimates of a distribution function and its derivatives
• Some New Estimates for Distribution Functions
• On Choosing a Delta-Sequence