Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach

DOI10.1080/00949655.2020.1804571MaRDI QIDQ5037127zbMATH OpenOpenAlexFDO

Authors Carlos Tenreiro

Publication date 25 February 2022

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

Full work available at URL http://hdl.handle.net/10316/92032

zbMATH Keywords

Hermite serieskernel density estimationbandwidth selectionquadratic functionalsprojection methodsdirect plug-in bandwidth selection

Mathematics Subject Classification ID

Statistics (62-XX) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites work

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Cited in

(5)

• scientific article; zbMATH DE number 1202597 (Why is no real title available?)
• Maximum approximate Bernstein likelihood estimation in a two-sample semiparametric model
• Estimation of density functionals via cross-validation
• Choice of degree of Bernstein polynomial model
• Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection

Describes a project that uses

Uses Software

• KernSmooth
• R

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