Data-driven bandwidth choice for density estimation based on dependent data

DOI10.1214/AOS/1176347630MaRDI QIDQ916260zbMATH OpenOpenAlexFDO

Authors J. D. Hart, Philippe Vieu

Publication date 1990

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

Full work available at URL https://doi.org/10.1214/aos/1176347630

zbMATH Keywords

alpha-mixing processesasymptotically optimalbandwidth selection problemcross-validated bandwithsdependence modelfinite sample sizeskernel density estimationleave-out techniquesimulation studystrong mixing condition

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)

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