A universally acceptable smoothing factor for kernel density estimates

DOI10.1214/aos/1032181164zbMath0867.62024OpenAlexW2069713581MaRDI QIDQ1354450

Gábor Lugosi, Luc P. Devroye

Publication date: 5 May 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1032181164

zbMATH Keywords

convergencekernelasymptotic optimalitykernel density estimatessmoothing factorminimum distance estimate

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Bandwidth selection for kernel density estimation: a review of fully automatic selectors, Exact adaptive pointwise estimation on Sobolev classes of densities, Quasi-universal bandwidth selection for kernel density estimators, Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces, Almost sure classification of densities, Estimation and selection procedures in regression: anL₁approach, Learning $k$-Modal Distributions via Testing, Uniform \(L_1\)-distance large deviations in nonparametric density estimation, Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes, Bin width selection in multivariate histograms by the combinatorial method, Pointwise adaptive estimation of a multivariate density under independence hypothesis, On adaptive minimax density estimation on \(\mathbb R^d\), Model selection in nonparametric regression, Estimating the conditional density by histogram type estimators and model selection, Adaptive Estimation of a Conditional Density, Convolution power kernels for density estimation, Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality, Robust Estimators in High-Dimensions Without the Computational Intractability, \(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis, Bandwidth Selection for Local Linear Regression Smoothers, CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA, A universal procedure for aggregating estimators, Non-parametric estimators of multivariate extreme dependence functions, A note on penalized minimum distance estimation in nonparametric regression, Unnamed Item, Aggregating estimates by convex optimization, Learning Poisson binomial distributions, Numerical results concerning a sharp adaptive density estimator, Adaptive estimation over anisotropic functional classes via oracle approach

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Practical performance of several data driven bandwidth selectors
• Distribution-free lower bounds in density estimation
• The Grenander estimator: A nonasymptotic approach
• The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
• Rates of convergence of minimum distance estimators and Kolmogorov's entropy
• An asymptotically optimal window selection rule for kernel density estimates
• Minimizing \(L_ 1\) distance in nonparametric density estimation
• Geometrizing rates of convergence. III
• Non-existence of an adaptive estimator for the value of an unknown probability density
• A note on the usefulness of superkernels in density estimation
• On good deterministic smoothing sequences for kernel density estimates
• A comparative study of several smoothing methods in density estimation
• An approximation to the density function
• [https://portal.mardi4nfdi.de/wiki/Publication:3048064 Estimation des densit�s: risque minimax]
• Remarks on Some Nonparametric Estimates of a Density Function
• On Convergence Rates in Nonparametric Problems
• Estimation of Distribution Density Belonging to a Class of Entire Functions
• Probability Inequalities for Sums of Bounded Random Variables
• On Estimation of a Probability Density Function and Mode