Lower bounds for bandwidth selection in density estimation (Q1178978)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lower bounds for bandwidth selection in density estimation |
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Lower bounds for bandwidth selection in density estimation (English)
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26 June 1992
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It is shown that any bandwidth selector for a kernel density estimator is at least \(n^{-1/10}\) apart (in relative magnitude) from the minimizer of the integrated squared error, while for the mean integrated squared error the lower bound is \(n^{-1/2}\). This bound is achieved for certain plug-in estimators.
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relative rate of convergence
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cross-validation
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bandwidth selector
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kernel density estimator
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integrated squared error
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mean integrated squared error
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lower bound
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plug-in estimators
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