Bootstrap MISE estimators to obtain bandwidth for kernel density estimation

DOI10.1080/03610918.2010.500108MaRDI QIDQ3590018zbMATH OpenOpenAlexFDO

Authors Jeffrey C. Miecznikowski, Dongliang Wang, Alan D. Hutson

Publication date 17 September 2010

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2010.500108

zbMATH Keywords

bandwidthbootstrapkernel densityMSE

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09)

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Cites work

• A bandwidth selection for kernel density estimation of functions of random variables
• An asymptotically optimal window selection rule for kernel density estimates
• Bootstrap choice of the smoothing parameter in kernel density estimation
• Bootstrap methods: another look at the jackknife
• Do robust estimators work with real data?
• scientific article; zbMATH DE number 3789676 (Why is no real title available?)
• scientific article; zbMATH DE number 2038320 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 837911 (Why is no real title available?)
• Some asymptotic theory for the bootstrap
• The Exact Bootstrap Mean and Variance of an L-estimator
• The length heuristic for simultaneous hypothesis tests
• Utilizing a quantile function approach to obtain exact bootstrap solutions

Cited in

(6)

• Dependence structure estimation using copula recursive trees
• An investigation of quantile function estimators relative to quantile confidence interval coverage
• Density estimation via the random forest method
• Joint confidence region estimation of L-moment ratios with an extension to right censored data
• Estimation of the MISE and the optimal bandwidth vector of a product kernel density estimate
• Nonparametric curve estimation and bootstrap bandwidth selection

Describes a project that uses

Uses Software

• R

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