Data-based choice of the number of pilot stages for plug-in bandwidth selection

DOI10.1080/03610926.2011.606486zbMATH Open1319.62074OpenAlexW2166997681MaRDI QIDQ2839079FDOQ2839079

Authors 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

density estimationbandwidth selectionkernel methodplug-in rule

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• On the use of pilot estimators in bandwidth selection
• Multistage plug—in bandwidth selection for kernel distribution function estimates
• Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth
• Bandwidth selection for kernel density estimation
• A comparative study of several smoothing methods in density estimation

Cites work

• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• A comparative study of several smoothing methods in density estimation
• An asymptotically optimal window selection rule for kernel density estimates
• Choice of kernel order in density estimation
• Estimation of integrated squared density derivatives
• Exact mean integrated squared error
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Improving Sheather and Jones' bandwidth selector for difficult densities in kernel density estimation
• Large sample optimality of least squares cross-validation in density estimation
• On the asymptotic normality of multistage integrated density derivatives kernel estimators.
• On the use of pilot estimators in bandwidth selection
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives

Cited in

(6)

• On the use of pilot estimators in bandwidth selection
• Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth
• On automatic kernel density estimate-based tests for goodness-of-fit
• Comments on a data based bandwidth selector
• Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach
• A weighted least-squares cross-validation bandwidth selector for kernel density estimation

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