Averaging of density kernel estimators

DOI10.1016/j.spl.2019.108645zbMath1459.62044arXiv1802.09370OpenAlexW2980537456WikidataQ127013913 ScholiaQ127013913MaRDI QIDQ2288799

Yanyan Li

Publication date: 20 January 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.09370

zbMATH Keywords

aggregationbandwidth selectionnonparametric estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Uses Software

• R

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Linear and convex aggregation of density estimators
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Estimation of integrated squared density derivatives
• On the amount of noise inherent in bandwidth selection for a kernel density estimator
• Limit theorems for stochastic measures of the accuracy of density estimators
• A general procedure to combine estimators
• Mixing strategies for density estimation.
• Optimal exponential bounds for aggregation of estimators for the Kullback-Leibler loss
• A Brief Survey of Bandwidth Selection for Density Estimation
• On optimal data-based bandwidth selection in kernel density estimation
• Biased and Unbiased Cross-Validation in Density Estimation