Improving bandwidth selection methods by adding quantitative constraints

DOI10.1007/BF03372106zbMATH Open1063.62046OpenAlexW933192553MaRDI QIDQ1775974FDOQ1775974

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

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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)

Cites Work

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• Maximum Likelihood Estimation of a Unimodal Density Function
• Maximum Likelihood Estimation of a Unimodal Density, II
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• Some asymptotics for multimodality tests based on kernel density estimates
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• Estimation de densités unimodales
• 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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