On the amount of noise inherent in bandwidth selection for a kernel density estimator

DOI10.1214/aos/1176350259zbMath0667.62022MaRDI QIDQ1117628

Hall, Peter, James Stephen Marron

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1214/aos/1176350259

zbMATH Keywords

noise; upper bounds; bandwidth; cross-validation; kernel density estimator; least squares; mean integrated square error; smoothing parameter selection; data-driven estimate; window width

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G05: Nonparametric estimation

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