Best possibility constant for bandwidth selection

DOI10.1214/AOS/1176348902MaRDI QIDQ1208659zbMATH OpenOpenAlexFDO

Authors Jianqing Fan, J. S. Marron

Publication date 16 May 1993

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348902

zbMATH Keywords

rate of convergencesemiparametrickernel density estimatoroptimal bandwidthbandwidth selection methodsdata based choice of the bandwidthefficient bounds

Mathematics Subject Classification ID

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

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Cited in

(21)

• Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth
• A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
• A new bandwidth selector in hazard estimation
• On the asymptotic normality of multistage integrated density derivatives kernel estimators.
• Root \(n\) estimates of vectors of integrated density partial derivative functionals
• Optimal bandwidth choice for density-weighted averages
• scientific article; zbMATH DE number 1471716 (Why is no real title available?)
• A cross-validation bandwidth choice for kernel density estimates with selection biased data
• Quasi-universal bandwidth selection for kernel density estimators
• Loss and risk in smoothing parameter selection
• Fourier series-based direct plug-in bandwidth selectors for kernel density estimation
• The influence function of the optimal bandwidth for kernel density estimation
• A simple root \(n\) bandwidth selector
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach
• A weighted least-squares cross-validation bandwidth selector for kernel density estimation
• DENSITY ESTIMATION FOR CLUSTERED DATA
• Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators
• Asymptotically best bandwidth selectors in kernel density estimation
• Root n bandwidths selectors in multivariate kernel density estimation
• Optimal bandwidth selection for conditional efficiency measures: a data-driven approach

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