A short note on optimal bandwidth selection for kernel estimators

DOI10.1016/0167-7152(90)90090-TMaRDI QIDQ1263184zbMATH OpenOpenAlexFDO

Authors Enno Mammen

Publication date 1990

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(90)90090-t

zbMATH Keywords

density estimationbandwidth selectionkernel estimatorsdata-based bandwidthMean Integrated Squared Error

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20)

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Cites work

• Biased and Unbiased Cross-Validation in Density Estimation
• Estimation of integrated squared density derivatives
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Lower bounds for bandwidth selection in density estimation
• On the amount of noise inherent in bandwidth selection for a kernel density estimator

Cited in

(13)

• A comparative study of several smoothing methods in density estimation
• On the existence and limit behavior of the optimal bandwidth for kernel density estimation
• Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
• On bandwidth parameter choices for discrete nonparametric kernel estimator
• On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• On bandwidth choice for density estimation with dependent data
• scientific article; zbMATH DE number 808337 (Why is no real title available?)
• Lower bounds for bandwidth selection in density estimation
• New bandwidth selection for kernel quantile estimators
• Bandwidth selection in kernel density estimation for interval-grouped data
• Loss and risk in smoothing parameter selection
• A note on kernel density estimators with optimal bandwidths

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