Bootstrap optimal bandwidth selection for kernel density estimates

DOI10.1016/0378-3758(92)90103-YMaRDI QIDQ1193967zbMATH OpenOpenAlexFDO

Authors Michael Falk

Publication date 27 September 1992

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(92)90103-y

zbMATH Keywords

mean squared errorsmoothed bootstrapkernel density estimates\(L2\) erroraccuracy of bootstrap optimal bandwidth selectionbootstrap squared error estimateresampling densitysuperoptimal

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Bootstrap choice of the smoothing parameter in kernel density estimation
• Bootstrap methods: another look at the jackknife
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• On Choosing a Delta-Sequence
• On Estimation of a Probability Density Function and Mode
• On asymptotic minimaxity of the adaptative kernel estimate of a density function
• On bootstrapping kernel spectral estimates
• On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
• On weak convergence and optimality of kernel density estimates of the mode
• Remarks on Some Nonparametric Estimates of a Density Function
• The oscillation behavior of empirical processes

Cited in

(12)

• Bootstrapping the mean integrated squared error
• scientific article; zbMATH DE number 1990864 (Why is no real title available?)
• Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
• Nonparametric curve estimation and bootstrap bandwidth selection
• Local smoothing using the bootstrap
• Novel kernel density estimator based on ensemble unbiased cross-validation
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• Bootstrap MISE estimators to obtain bandwidth for kernel density estimation
• Estimation of the MISE and the optimal bandwidth vector of a product kernel density estimate
• Bias corrected bootstrap bandwidth selection
• A bootstrap approach for bandwidth selection in estimating conditional efficiency measures
• Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth

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