Estimation of integrated squared spectral density derivatives

DOI10.1016/0167-7152(91)90165-NMaRDI QIDQ758070zbMATH OpenOpenAlexFDO

Authors Byeong U. Park, Sinsup Cho

Publication date 1991

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90165-n

zbMATH Keywords

data-driven bandwidth selectionintegrated squared spectral density derivativeskernel spectral density estimationRates of convergence in mean squared error

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
• Estimation of integrated squared density derivatives
• Lower bounds for bandwidth selection in density estimation
• On optimal data-based bandwidth selection in kernel density estimation
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives

Cited in

(9)

• An application of Fourier transforms in nonparametric statistics
• LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
• Aggregation of spectral density estimators
• Estimation of integrated squared density derivatives
• Exact and asymptotically optimal bandwidths for kernel estimation of density functionals
• Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
• Representing smoothed spectrum estimate with the Cauchy integral
• On estimating integrated squared spectral density derivatives
• Estimation of marginal and spectral modes

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