Optimal rates for local bandwidth selection

DOI10.1080/10485259608832689MaRDI QIDQ4349876zbMATH OpenOpenAlexFDO

Authors Martin L. Hazelton

Publication date 25 August 1997

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259608832689

zbMATH Keywords

bandwidth selectionkernel density estimationmean squared errorrelative rate of convergencesimulation study

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A data-based algorithm for choosing the window width when estimating the density at a point
• Asymptotically optimum kernels for density estimation at a point
• Bounds for estimation of density functions and their derivatives
• Estimation of integrated squared density derivatives
• Exact mean integrated squared error
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Lower bounds for bandwidth selection in density estimation
• On Estimation of a Probability Density Function and Mode
• On the amount of noise inherent in bandwidth selection for a kernel density estimator
• On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
• Optimal rates of convergence for nonparametric estimators
• Remarks on Some Nonparametric Estimates of a Density Function
• Smooth optimum kernel estimators of densities, regression curves and modes
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems

Cited in

(11)

• Best possibility constant for bandwidth selection
• Rates of convergence for the pre-asymptotic substitution bandwidth selector
• An optimal local bandwidth selector for kernel density estimation
• Optimal bandwidth selection for local linear estimation of discontinuity in density
• Inference for the mode of a log-concave density
• Relative efficiency of local bandwidths in kernel density estimation^∗
• On optimal data-based bandwidth selection in kernel density estimation
• Quasi-universal bandwidth selection for kernel density estimators
• scientific article; zbMATH DE number 946693 (Why is no real title available?)
• scientific article; zbMATH DE number 922436 (Why is no real title available?)
• On nonparametric local inference for density estimation

Describes a project that uses

Uses Software

• pyuvdata

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