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scientific article; zbMATH DE number 17213
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scientific article; zbMATH DE number 17213 |
Statements
26 June 1992
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automatic choice of bandwidth parameters
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almost sure uniform consistency
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piecewise convexity
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weak convergence
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uniform convergence
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fixed finite number of inflection points
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univariate kernel density estimators
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simulation
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pseudo-likelihood cross-validation smoothing methods
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0.8023544549942017
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0.8011715412139893
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0.7959560751914978
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0.7958126068115234
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0.7958126068115234
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The authors establish a sufficient condition, in terms of piecewise convexity and weak convergence, for the uniform convergence of a sequence of densities with a fixed finite number of inflection points. This result is used to outline a new method for automatic choice of bandwidth (smoothing) parameters in univariate kernel density estimators. The resulting estimators are almost surely uniformly consistent. A relationship between the authors' results and Silverman's work on hypothesis testing on the number of modes is suggested. Finally, a simulation is used to compare the performance of the authors' inflection point method with that of ordinary pseudo-likelihood cross-validation smoothing methods. For the entire collection see [Zbl 0739.60024].
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