A short note on optimal bandwidth selection for kernel estimators
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Publication:1263184
DOI10.1016/0167-7152(90)90090-TzbMath0687.62025OpenAlexW2024945411MaRDI QIDQ1263184
Publication date: 1990
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(90)90090-t
kernel estimatorsbandwidth selectiondensity estimationdata-based bandwidthMean Integrated Squared Error
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A comparative study of several smoothing methods in density estimation ⋮ Bandwidth selection in kernel density estimation for interval-grouped data ⋮ On bandwidth choice for density estimation with dependent data ⋮ Universal smoothing factor selection in density estimation: theory and practice. (With discussion) ⋮ On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation ⋮ Lower bounds for bandwidth selection in density estimation ⋮ Loss and risk in smoothing parameter selection ⋮ Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
Cites Work
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- Estimation of integrated squared density derivatives
- On the amount of noise inherent in bandwidth selection for a kernel density estimator
- Lower bounds for bandwidth selection in density estimation
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- Biased and Unbiased Cross-Validation in Density Estimation
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