Lower bounds for bandwidth selection in density estimation
From MaRDI portal
Publication:1178978
DOI10.1007/BF01192160zbMath0742.62041OpenAlexW2057218616MaRDI QIDQ1178978
Hall, Peter, James Stephen Marron
Publication date: 26 June 1992
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01192160
cross-validationkernel density estimatorlower boundmean integrated squared errorplug-in estimatorsintegrated squared errorbandwidth selectorrelative rate of convergence
Related Items
A new bandwidth selector in hazard estimation, Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach, Bandwidth selection for kernel density estimation: a review of fully automatic selectors, Root n bandwidths selectors in multivariate kernel density estimation, Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators, A note on modified cross-validation in density estimation, A comparative study of several smoothing methods in density estimation, Minimum negative exponential disparity estimation in parametric models, On estimating integrated squared spectral density derivatives, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), Modal clustering asymptotics with applications to bandwidth selection, Bayesian local bandwidths in a flexible semiparametric kernel estimation for multivariate count data with diagnostics, Behaviour of kernel density estimates and bandwidth selectors for contaminated data sets, Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting, On the asymptotic normality of multistage integrated density derivatives kernel estimators., Optimal rates for local bandwidth selection, Reduced bias nonparametric lifetime density and hazard estimation, Bias corrected bootstrap bandwidth selection, Smoothed cross-validation, On Semiparametric Mode Regression Estimation, The iteratively reweighted estimating equation in minimum distance problems, Fourier series-based direct plug-in bandwidth selectors for kernel density estimation, On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth, Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth, UNCONSTRAINED PILOT SELECTORS FOR SMOOTHED CROSS-VALIDATION, Root \(n\) estimates of vectors of integrated density partial derivative functionals, A short note on optimal bandwidth selection for kernel estimators, A new information criterion-based bandwidth selection method for non-parametric regressions, A weighted least-squares cross-validation bandwidth selector for kernel density estimation, Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives, Estimation of integrated squared spectral density derivatives, On the asymptotic behaviour of the ISE for automatic kernel distribution estimators, On automatic kernel density estimate-based tests for goodness-of-fit, An iterative bandwidth selector for kernel estimation of densities and their derivatives, Loss and risk in smoothing parameter selection, Comments on a data based bandwidth selector, Asymptotically best bandwidth selectors in kernel density estimation, An assessment of finite sample performance of adaptive methods in density estimation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Comments on a data based bandwidth selector
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- Random approximations to some measures of accuracy in nonparametric curve estimation
- Estimation of integrated squared density derivatives
- On the amount of noise inherent in bandwidth selection for a kernel density estimator
- Optimal rates of convergence for nonparametric estimators
- Limit theorems for stochastic measures of the accuracy of density estimators
- Distribution function inequalities for martingales
- A short note on optimal bandwidth selection for kernel estimators
- Convergence properties of an empirical error criterion for multivariate density estimation
- Optimal global rates of convergence for nonparametric regression
- Remarks on Some Nonparametric Estimates of a Density Function
- Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators†
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- Biased and Unbiased Cross-Validation in Density Estimation
- A Review of Some Non-parametric Methods of Density Estimation
- Invalidity of average squared error criterion in density estimation
- Curve Estimates
- Nonparametric probability density estimation
- On the Estimation of the Probability Density, I