A simple root \(n\) bandwidth selector
From MaRDI portal
Publication:1184215
DOI10.1214/aos/1176348378zbMath0745.62033OpenAlexW2047395907MaRDI QIDQ1184215
M. C. Jones, Byeong U. Park, James Stephen Marron
Publication date: 28 June 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348378
simulationkernel density estimatorsmoothed cross-validationasymptotically best bandwidth selectorsbandwidth factorizationfastest possible rate of convergencenonnegative kernel estimators
Related Items
A new bandwidth selector in hazard estimation, Full bandwidth matrix selectors for gradient kernel density estimate, Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density, Visualization and Bandwidth Matrix Choice, Bandwidth selection for kernel density estimation: a review of fully automatic selectors, Generalized semiparametric varying‐coefficient model for longitudinal data with applications to adaptive treatment randomizations, Bootstrap bandwidth selection in kernel density estimation from a contaminated sample, Computing confidence intervals for log-concave densities, Root n bandwidths selectors in multivariate kernel density estimation, Bandwidth selection for kernel distribution function estimation, A comparative study of several smoothing methods in density estimation, Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data, Bandwidth matrix selectors for kernel regression, Estimation of a functional single index model with dependent errors and unknown error density, Kernel density estimation via diffusion, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), Optimal pointwise adaptive methods in nonparametric estimation, Testing ageing notions through percentiles of the residual life, Approximate inference of the bandwidth in multivariate kernel density estimation, The generalized cross entropy method, with applications to probability density estimation, Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting, A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data, Facts about the gaussian probability density function, Pointwise and uniform convergence of kernel density estimators using random bandwidths, Bandwidth selection in nonparametric estimator of density derivative by smoothed cross-validation method, Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence, Bias corrected bootstrap bandwidth selection, Exact risk approaches to smoothing parameter selection, A simple root n bandwidth selector for nonparametric regression, Scale measures for bandwidth selection, Contribution to the bandwidth choice for kernel density estimates, ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS, 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, Kernel methods for estimating derivatives of conditional quantiles, UNCONSTRAINED PILOT SELECTORS FOR SMOOTHED CROSS-VALIDATION, Cross-validation Revisited, NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY, An optimal local bandwidth selector for kernel density estimation, Conditional quantile estimation by local logistic regression, Root-nconvergent transformation-kernel density estimation, An iterative bandwidth selector for kernel estimation of densities and their derivatives, Loss and risk in smoothing parameter selection, L2Version Of The Double Kernel Method, Asymptotically best bandwidth selectors in kernel density estimation, Modeling Insurance Claims with Extreme Observations: Transformed Kernel Density and Generalized Lambda Distribution, An assessment of finite sample performance of adaptive methods in density estimation
