Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation

DOI10.1016/j.jmva.2004.04.004zbMath1066.62059OpenAlexW1988224587MaRDI QIDQ1776878

Tarn Duong, Martin L. Hazelton

Publication date: 12 May 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.04.004

zbMATH Keywords

SmoothingGaussian kernelMISEPlug-inBiased cross-validation

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (22)

Full bandwidth matrix selectors for gradient kernel density estimate ⋮ Visualization and Bandwidth Matrix Choice ⋮ Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves ⋮ FFT-based fast bandwidth selector for multivariate kernel density estimation ⋮ Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints ⋮ Bandwidth matrix selectors for kernel regression ⋮ Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices ⋮ Fast Kernel Smoothing of Point Patterns on a Large Network using Two‐dimensional Convolution ⋮ Partially Linear Expectile Regression Using Local Polynomial Fitting ⋮ Novel kernel density estimator based on ensemble unbiased cross-validation ⋮ Density estimation with minimization of \(U\)-divergence ⋮ Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting ⋮ Bandwidth selection in nonparametric estimator of density derivative by smoothed cross-validation method ⋮ Nonparametric Construction of Multivariate Kernels ⋮ Nonparametric density estimation and clustering in astronomical sky surveys ⋮ Data‐driven choice of the smoothing parametrization for kernel density estimators ⋮ UNCONSTRAINED PILOT SELECTORS FOR SMOOTHED CROSS-VALIDATION ⋮ Root \(n\) estimates of vectors of integrated density partial derivative functionals ⋮ Multivariate goodness-of-fit tests based on kernel density estimators ⋮ Optimal bandwidth matrices in functional principal component analysis of density functions ⋮ Diffusion smoothing for spatial point patterns ⋮ Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density

Uses Software

• KernSmooth
• pyuvdata

Cites Work

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• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Multivariate plug-in bandwidth selection
• A Brief Survey of Bandwidth Selection for Density Estimation
• Error analysis for general multtvariate kernel estimators
• Biased and Unbiased Cross-Validation in Density Estimation
• Cross-Validation of Multivariate Densities
• Plug-in bandwidth matrices for bivariate kernel density estimation
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation

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