A Brief Survey of Bandwidth Selection for Density Estimation

From MaRDI portal
Publication:3128780

DOI10.2307/2291420zbMath0873.62040OpenAlexW3151807555WikidataQ57308727 ScholiaQ57308727MaRDI QIDQ3128780

Simon J. Sheather, M. C. Jones, James Stephen Marron

Publication date: 17 April 1997

Full work available at URL: https://doi.org/10.2307/2291420



Related Items

A new bandwidth selector in hazard estimation, β-divergence loss for the kernel density estimation with bias reduced, Data clustering with quantum mechanics, Bayesian nonparametric estimation of bandwidth using mixtures of kernel estimators for length-biased data, A data-driven stochastic collocation approach for uncertainty quantification in MEMS, Analytical approximation to the multidimensional Fokker–Planck equation with steady state, A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation, Do we really need a large number of particles to simulate bimolecular reactive transport with random walk methods? A kernel density estimation approach, From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression, Choosing a robustness tuning parameter, Kernel contrasts: a data-based method of choosing smoothing parameters in nonparametric density estimation, Asymptotically efficient estimation of a survival function in the missing censoring indicator model, A continuation approach to mode-finding of multivariate Gaussian mixtures and kernel density estimates, AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY, On nonparametric density estimation for multivariate linear long-memory processes, Bandwidth selection in kernel density estimation for interval-grouped data, Adaptive manifold density estimation, Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise, Batch size selection for variance estimators in MCMC, Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms, Binary surrogates with stratified samples when weights are unknown, On semiparametric inference for periodically modulated density functions, Robust aggregation of compositional and interval-valued data: the mode on the unit simplex, Multivariate locally adaptive kernel density estimation, Fast Kernel Smoothing of Point Patterns on a Large Network using Two‐dimensional Convolution, Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications, An evaluation of likelihood-based bandwidth selectors for spatial and spatiotemporal kernel estimates, Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation, Nonparametric density estimation with nonuniform B-spline bases, Semi-parametric approach for approximating the ruin probability of classical risk models with large claims, Testing linear operator constraints in functional response regression with incomplete response functions, A scale-based approach to finding effective dimensionality in manifold learning, Spline local basis methods for nonparametric density estimation, Level sets semimetrics for probability measures with applications in hypothesis testing, A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data, A generative model and a generalized trust region Newton method for noise reduction, Rigorous Analysis for Efficient Statistically Accurate Algorithms for Solving Fokker--Planck Equations in Large Dimensions, Analysis of mutual funds’ management styles: a modeling, ranking and visualizing approach, Learning mixtures of polynomials of multidimensional probability densities from data using B-spline interpolation, Bayesian modelling of health insurance losses, Fluid flow pattern analysis in a trough region: a nonparametric approach, Optimized fixed-size kernel models for large data sets, A computational strategy for doubly smoothed MLE exemplified in the normal mixture model, Optimal risk transfer under quantile-based risk measurers, Popular support for social evaluation functions, A new algorithm for clustering based on kernel density estimation, A probabilistic algorithm approximating solutions of a singular PDE of porous media type, Convergence rates for average square errors for kernel smoothing estimators, A two-step estimation of diffusion processes using noisy observations, How much do plug-in bandwidth selectors adapt to non-smoothness?, Kernel excess mass test for multimodality, Exact risk approaches to smoothing parameter selection, LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS, Fourier series-based direct plug-in bandwidth selectors for kernel density estimation, A simple root n bandwidth selector for nonparametric regression, A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION, Optimal bandwidths for kernel density estimators of functions of observations, Cluster analysis: a further approach based on density estimation., A Composite Likelihood Cross‐validation Approach in Selecting Bandwidth for the Estimation of the Pair Correlation Function, A consistent nonparametric test of ergodicity for time series with applications, Unnamed Item, Improving Sheather and Jones’ bandwidth selector for difficult densities in kernel density estimation, An effective method for selecting the number of components in density mixtures, Impact of Nonparametric Density Estimation on the Approximation of the G∕G∕1 Queue by the M∕G∕1 One, On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth, Random Projection RBF Nets for Multidimensional Density Estimation, Density estimation, A general and fast convergent bandwidth selection method of kernel estimator, A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes, KERNEL DENSITY ESTIMATION WITH MISSING DATA AND AUXILIARY VARIABLES, Data-Driven Optimal Transport, Dm-KDE: dynamical kernel density estimation by sequences of KDE estimators with fixed number of components over data streams, Plug-in bandwidth matrices for bivariate kernel density estimation, Variable Bandwidths for Nonparametric Hazard Rate Estimation, NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY, Adaptive smoothing in kernel discriminant analysis, Weighted Hellinger distance as an error criterion for bandwidth selection in kernel estimation, Unnamed Item, Robust comparison of kernel densities on spherical domains, Adaptive bandwidth choice, Analysis of kernel density estimation of functions of random variables, A new method for nonparametric density estimation, Interest of boundary kernel density techniques in evaluating an approximation error of queueing systems characteristics, Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates, Bandwidth selection for smooth backfitting in additive models, Uniform in bandwidth consistency of kernel-type function estimators, Semiparametric Bayesian inference for regression models, Bayesian Approximate Kernel Regression With Variable Selection, Kernel density estimation with Berkson error, Conditional quantile estimation by local logistic regression, Effective interpolations for kernel density estimators, Kernel Density Estimation on a Linear Network, Density Estimation by Randomized Quasi-Monte Carlo, A Quantile‐based Test for Symmetry of Weakly Dependent Processes, Nonparametric localized bandwidth selection for Kernel density estimation, Functional coefficient time series models with trending regressors, Functional-coefficient cointegration models in the presence of deterministic trends, ACCURACY OF NONPARAMETRIC DENSITY ESTIMATION FOR UNIVARIATE GAUSSIAN MIXTURE MODELS: A COMPARATIVE STUDY, Evidence of Convergence Clubs Using Mixture Models, Novel kernel density estimator based on ensemble unbiased cross-validation, On local likelihood density estimation, On testing whether burn-in is required under the long-run average cost, Improving quality of sample entropy estimation for continuous distribution probability functions, Novel and simple non-parametric methods of estimating the joint and marginal densities, New robust confidence intervals for the mean under dependence, Bandwidth selection for kernel density estimation: a review of fully automatic selectors, Optimal selling mechanisms under moment conditions, Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method, Local multiplicative bias correction for asymmetric kernel density estimators, Survival-rate regression using kernel conditional Kaplan-Meier estimators, Root n bandwidths selectors in multivariate kernel density estimation, Canonical correlation analysis based on information theory, Teaching nonparametric econometrics to undergraduates, Locally parametric nonparametric density estimation, Optimal full ranking from pairwise comparisons, Kernel-based classification using quantum mechanics, The multiresolution histogram, The Cauchy--Schwarz divergence and Parzen windowing: Connections to graph theory and Mercer kernels, Optimal bandwidth selection for kernel density functionals estimation, FFT-based fast bandwidth selector for multivariate kernel density estimation, Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data, Fast and accurate computation for kernel estimators, A strong large deviation theorem, Root-\(n\) consistent kernel density estimation in practice, Kernel density estimation via diffusion, Structural change in U.S. manufacturing: stationarity and intra-distributional changes, Locating a maximum using isotonic regression, Optimal kernel estimation of spot volatility of stochastic differential equations, Nonparametric smooth estimation of the expected inactivity time function, A semiparametric and location-shift copula-based mixture model, Approximate inference of the bandwidth in multivariate kernel density estimation, A flexible extreme value mixture model, Bayesian multiscale smoothing in supervised and semi-supervised kernel discriminant analysis, Density estimation with minimization of \(U\)-divergence, Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions, Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions, A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets, Fast computation of spatially adaptive kernel estimates, Estimating the diffusion coefficient function for a diversified world stock index, Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting, Effective nonparametric estimation in the case of severely discretized data, \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing, A two-dimensional data-driven model for traffic flow on highways, A new kernel density estimator based on the minimum entropy of data set, A new kernel estimator for abundance using line transect sampling without the shoulder condition, Probabilistic neural network with homogeneity testing in recognition of discrete patterns set, Insights of global sensitivity analysis in biological models with dependent parameters, Density estimation techniques for multiscale coupling of kinetic models of the plasma material interface, Bandwidth selection: Classical or plug-in?, On the use of conditional expectation in portfolio selection problems, Analytical plug-in method for kernel density estimator applied to genetic neutrality study, A consistent bootstrap procedure for nonparametric symmetry tests, A local likelihood method for estimating relative risk functions in case-control studies, Q-convergence with interquartile ranges, On Gauss quadrature and partial cross validation, A bandwidth selection for kernel density estimation of functions of random variables, A Bayesian approach to bandwidth selection for multivariate kernel density estimation, Evolutionary sampling: a novel way of machine learning within a probabilistic framework, Simulated minimum Hellinger distance estimation of stochastic volatility models, A smoothed bootstrap test for independence based on mutual information, On nonparametric local inference for density estimation, New approaches to nonparametric density estimation and selection of smoothing parameters, Ensemble Gaussian mixture models for probability density estimation, Nonparametric inference of doubly stochastic Poisson process data via the kernel method, Nonparametric conditional efficiency measures: asymptotic properties, Determining the number of effective parameters in kernel density estimation, Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method, Improving bandwidth selection methods by adding quantitative constraints, Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation, Data fusion for uncertainty quantification with non-intrusive polynomial chaos, Conditional density estimation with covariate measurement error, Density estimation for grouped data with application to line transect sampling, On the impact of conditional expectation estimators in portfolio theory, Popular raster-based methods of prospectivity modeling and their relationships, Clustering effect on the statistical estimation accuracy of distribution density, Income distribution in Italy: A nonparametric analysis, Higher-order accurate polyspectral estimation with flat-top lag-windows, Averaging of density kernel estimators, Statistical models for e-learning data, Density estimation with distribution element trees, Estimation of dynamic models with nonparametric simulated maximum likelihood, A multiple filter test for the detection of rate changes in renewal processes with varying variance, Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions, Functional coefficient seasonal time series models with an application of Hawaii tourism data, One-Sided Cross-Validation for Nonsmooth Density Functions, A review of uncertainty quantification for density estimation, Estimation of relative risk for events on a linear network, Automatic bandwidth selection for circular density estimation, KDE distributionally robust portfolio optimization with higher moment coherent risk, Diffusion smoothing for spatial point patterns, A cross-validation method for data with ties in kernel density estimation, Nonparametric conditional predictive regions for time series, Robust kernels for kernel density estimation, Rates of convergence for the pre-asymptotic substitution bandwidth selector, Variable bandwidth selection in varying-coefficient models, Kernel autocorrelogram for time-deformed processes, Kernel density estimation based distributionally robust mean-CVaR portfolio optimization, Choosing the smoothing parameter for unordered multinomial data, Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors, Exploring efficiency differences over time in the Spanish banking industry


Uses Software