Improving bandwidth selection methods by adding quantitative constraints

DOI10.1007/BF03372106MaRDI QIDQ1775974zbMATH OpenOpenAlexFDO

Authors Andreas Futschik, Bertoin R. Clarke

Publication date 20 May 2005

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf03372106

zbMATH Keywords

density estimationkernel estimationcross-validationbandwidth selectionnumber of modes

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 3789676 (Why is no real title available?)
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• scientific article; zbMATH DE number 3348831 (Why is no real title available?)
• A Brief Survey of Bandwidth Selection for Density Estimation
• A Note on Estimating a Unimodal Density
• Bandwidth selection: Classical or plug-in?
• Estimation de densités unimodales
• Estimation of unimodal densities without smoothness assumptions
• Local Regression and Likelihood
• Maximum Likelihood Estimation of a Unimodal Density Function
• Maximum Likelihood Estimation of a Unimodal Density, II
• Maximum likelihood estimation of smooth monotone and unimodal densities.
• On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions
• Progress in data-based bandwidth selection for kernel density estimation
• Some asymptotics for multimodality tests based on kernel density estimates
• The shape of kernel density estimates in higher dimensions

Cited in

(5)

• Why bandwidth selectors tend to choose smaller bandwidths, and a remedy
• Optimal bandwidth selection for conditional efficiency measures: a data-driven approach
• On the consistency of kernel density estimates under modality constraints
• Best possibility constant for bandwidth selection
• Comments on a data based bandwidth selector

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