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

DOI10.1016/S0378-3758(96)00117-6MaRDI QIDQ1361684zbMATH OpenOpenAlexFDO

Authors 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

density estimationdependencebandwidth selection

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A comparison of cross-validation techniques in density estimation
• An asymptotically optimal window selection rule for kernel density estimates
• Data-driven bandwidth choice for density estimation based on dependent data
• Density estimation in the L^ norm for dependent data with applications to the Gibbs sampler
• Moment bounds for mixing random variables useful in nonparametric function estimation
• Moment inequalities for mixing sequences of random variables
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Cited in

(12)

• Optimal sampling for density estimation in continuous time
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• A kernel mode estimate under random left truncation and time series model: asymptotic normality
• Data-driven bandwidth choice for density estimation based on dependent data
• Asymptotic distribution of bandwidth selectors in kernel regression estimation
• Moment inequalities for spatial processes
• Density estimation in the L^ norm for dependent data with applications to the Gibbs sampler
• Neural networks for bandwidth selection in local linear regression of time series
• A local cross-validation algorithm for dependent data
• An asymptotically optimal window selection rule for kernel density estimates
• Adaptive sampling schemes for density estimation
• On the estimation of the marginal density of a moving average process

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