Data-Based Choice of the Number of Pilot Stages for Plug-in Bandwidth Selection

DOI10.1080/03610926.2011.606486zbMath1319.62074MaRDI QIDQ2839079

José E. Chacón, Carlos Tenreiro

Publication date: 4 July 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/43974

zbMATH Keywords

kernel method; bandwidth selection; density estimation; plug-in rule

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

A weighted least-squares cross-validation bandwidth selector for kernel density estimation

Cites Work

• Unnamed Item
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Large sample optimality of least squares cross-validation in density estimation
• An asymptotically optimal window selection rule for kernel density estimates
• Estimation of integrated squared density derivatives
• Choice of kernel order in density estimation
• Exact mean integrated squared error
• A comparative study of several smoothing methods in density estimation
• On the asymptotic normality of multistage integrated density derivatives kernel estimators.
• On the use of pilot estimators in bandwidth selection
• Improving Sheather and Jones’ bandwidth selector for difficult densities in kernel density estimation