Contribution to the bandwidth choice for kernel density estimates

DOI10.1007/s00180-007-0020-9zbMath1194.62031MaRDI QIDQ2271691

Jiří Zelinka, Ivana Horová

Publication date: 8 August 2009

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-007-0020-9

zbMATH Keywords

cross validation; oversmoothing; iterative bandwidth selection

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G07: Density estimation

Related Items

Multivariate goodness-of-fit tests based on kernel density estimators, Direct density estimation of \(L\)-estimates via characteristic functions with applications, A plug-in rule for bandwidth selection in circular density estimation, Maximum likelihood method for bandwidth selection in kernel conditional density estimate, Full bandwidth matrix selectors for gradient kernel density estimate, Bandwidth matrix selectors for kernel regression, Selection of bandwidth for kernel regression, Visualization and Bandwidth Matrix Choice, An Inversion Theorem-Based Kernel Density Estimator for a Weighted Average and Difference of Weighted Averages with Applications

Uses Software

• KernSmooth

Cites Work

• Locally adaptive hazard smoothing
• A simple root \(n\) bandwidth selector
• Nonparametric regression analysis of longitudinal data
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• A Flexible and Fast Method for Automatic Smoothing
• An iterative bandwidth selector for kernel estimation of densities and their derivatives
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