On the use of pilot estimators in bandwidth selection

DOI10.1080/10485259208832524MaRDI QIDQ3432308zbMATH OpenOpenAlexFDO

Authors Byeong U. Park, J. S. Marron

Publication date 16 April 2007

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259208832524

zbMATH Keywords

Bandwidth selectorkernel density estimationsmoothed cross-validation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cites work

• Estimation of integrated squared density derivatives
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• On optimal data-based bandwidth selection in kernel density estimation
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives

Cited in

(17)

• Asymptotically best bandwidth selectors in kernel density estimation
• Comparison of bandwidth selectors in nonparametric regression under dependence
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• On the asymptotic normality of multistage integrated density derivatives kernel estimators.
• On estimating integrated squared spectral density derivatives
• Local polynomial smoothing based on the Kaplan-Meier estimate
• Optimized fixed-size kernel models for large data sets
• Bandwidth selection for smooth backfitting in additive models
• Data-based choice of the number of pilot stages for plug-in bandwidth selection
• Nonparametric spatial prediction under stochastic sampling design
• scientific article; zbMATH DE number 3960774 (Why is no real title available?)
• Exact risk approaches to smoothing parameter selection
• Improving Sheather and Jones' bandwidth selector for difficult densities in kernel density estimation
• Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators
• A general and fast convergent bandwidth selection method of kernel estimator
• On plug-in rules for local smoothing of density estimators
• Comments on a data based bandwidth selector

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