Exact and asymptotically optimal bandwidths for kernel estimation of density functionals

DOI10.1007/s11009-011-9243-xzbMath1274.62231MaRDI QIDQ1930602

Carlos Tenreiro, José E. Chacón

Publication date: 11 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/43977

zbMATH Keywords

kernel estimator; Density functional; exact optimal bandwidth; normal mixture densities

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

A weighted least-squares cross-validation bandwidth selector for kernel density estimation, A family of kernels and their associated deconvolving kernels for normally distributed measurement errors, Root \(n\) estimates of vectors of integrated density partial derivative functionals, Optimal bandwidth selection in kernel density estimation for continuous time dependent processes, Efficient estimation of sensitivity indices

Uses Software

• KernSmooth

Cites Work

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