Smoothing parameter selection for smooth distribution functions

DOI10.1016/0378-3758(93)90068-HMaRDI QIDQ2365868zbMATH OpenFDO

Authors Pascal Sarda

Publication date 29 June 1993

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(93)90068-H

zbMATH Keywords

cross-validation procedureempirical distributionkernel distribution function estimatequadratic measures of errorsmoothing parameter selection

Mathematics Subject Classification ID

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

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• Optimal bandwidth selection in nonparametric regression function estimation
• Probability Inequalities for Sums of Bounded Random Variables
• Random approximations to some measures of accuracy in nonparametric curve estimation
• Smooth estimators of distribution and density functions
• Smoothing parameter selection in hazard estimation
• Some New Estimates for Distribution Functions

Cited in

(76)

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• Empirical smoothing parameter selection in adaptive estimation
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• Selection criteria for scatterplot smoothers
• Bandwidth selection for kernel distribution function estimation
• \(L^1\) properties of the Nadaraya quantile estimator
• Smooth estimation of ROC curve in the presence of auxiliary information
• A nonparametric approach to calculating value-at-risk
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• A bias reducing technique in kernel distribution function estimation
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• Nonparametric estimation of quantile functions for randomly right censored data
• A general result on the uniform in bandwidth consistency of kernel-type function estimators
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• Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
• A new method of kernel-smoothing estimation of the ROC curve
• A Cross-Validatory Choice of Smoothing Parameter in Adaptive Location Estimation
• Selecting the Smoothing Parameter for Estimation of Slowly Changing Evoked Potential Signals
• Some heuristics about bandwidth selection for the smooth Kaplan-Meier estimator
• THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS
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• scientific article; zbMATH DE number 4011663 (Why is no real title available?)
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• scientific article; zbMATH DE number 739168 (Why is no real title available?)
• Smoothing Parameter Selection for Power Optimality in Testing of Regression Curves
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• The linear combination of kernels in the estimation of cumulative distribution functions
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• Generalized inaccuracy measure of order α in order statistics
• Dynamic perspectives on weighted past cumulative extropy inaccuracy: characterizations and applications
• A method for the choice of smoothing parameter
• Enhancing principal direction divisive clustering

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