Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations

DOI10.1016/S0378-3758(96)00117-6zbMath0900.62186OpenAlexW2064666393MaRDI QIDQ1361684

Tae Yoon Kim

Publication date: 15 December 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00117-6

zbMATH Keywords

bandwidth selectiondensity estimationdependence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Related Items

On the estimation of the marginal density of a moving average process ⋮ Moment inequalities for spatial processes ⋮ Adaptive sampling schemes for density estimation ⋮ Optimal sampling for density estimation in continuous time ⋮ A kernel mode estimate under random left truncation and time series model: asymptotic normality ⋮ Neural networks for bandwidth selection in local linear regression of time series

Cites Work

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• Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
• Data-driven bandwidth choice for density estimation based on dependent data
• An asymptotically optimal window selection rule for kernel density estimates
• A comparison of cross-validation techniques in density estimation
• Moment bounds for mixing random variables useful in nonparametric function estimation
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Moment inequalities for mixing sequences of random variables

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