Optimal bandwidth selection for recursive Gumbel kernel density estimators

DOI10.1515/DEMO-2019-0020MaRDI QIDQ2178952zbMATH OpenOpenAlexWikidataFDO

Authors Yousri Slaoui

Publication date 12 May 2020

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2019-0020

zbMATH Keywords

density estimationsmoothingcurve fittingstochastic approximation algorithmGumbel kernel

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Density estimation (62G07) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12) Numerical smoothing, curve fitting (65D10) Stochastic approximation (62L20)

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Cited in

(5)

• Automatic bandwidth selection for recursive kernel density estimators with length-biased data
• Data-driven bandwidth selection for recursive kernel density estimators under double truncation
• Optimal bandwidth selection for semi-recursive kernel regression estimators
• Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method
• The stochastic approximation method for recursive kernel estimation of the conditional extreme value index

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