Bandwidth selection in nonparametric density estimation under dependence: a simulation study

MaRDI QIDQ1965935zbMATH OpenFDO

Authors Alejandro Quintela-del-Río, Ricardo Cao, Juan Manuel Vilar-Fernández

Publication date 2 March 2000

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

cross-validationkernel density estimationbandwidth selectiondependent databootstrap estimation

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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