Bandwidth selection for kernel log-density estimation

DOI10.1016/j.csda.2016.05.003zbMath1466.62092OpenAlexW2354270012MaRDI QIDQ1658984

Martin L. Hazelton, Murray P. Cox

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.05.003

zbMATH Keywords

simulationmean squared errorkernel smoothingapproximate likelihood inferencesmooth cross-validation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07)

Related Items (3)

On semiparametric inference for periodically modulated density functions ⋮ Lognormal kernel estimator of the hazard rate function ⋮ Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation

Uses Software

• KernSmooth
• pyuvdata

Cites Work

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• Approximate Bayesian computational methods
• On the estimation of a probability density function by the maximum penalized likelihood method
• Smoothed cross-validation
• On the estimation of entropy
• Local likelihood density estimation
• Kernel estimation of relative risk
• Multivariate plug-in bandwidth selection
• Adaptive approximate Bayesian computation
• Fast Computation of Fully Automated Log-Density and Log-Hazard Estimators
• Plug-in bandwidth matrices for bivariate kernel density estimation
• Inference Based on Kernel Estimates of the Relative Risk Function in Geographical Epidemiology
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation

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