Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth

DOI10.1111/j.1467-9469.2007.00565.xzbMath1164.62006OpenAlexW2123275477MaRDI QIDQ3608257

Augustín Nogales, José E. Chacón, Jesús Montanero

Publication date: 28 February 2009

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2007.00565.x

zbMATH Keywords

asymptotic normalitymean integrated squared errorkernel density estimation

Mathematics Subject Classification ID

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

Related Items (6)

Bandwidth selection for kernel density estimation: a review of fully automatic selectors ⋮ Computational aspects of the kNN local linear smoothing for some conditional models in high dimensional statistics ⋮ Nonparametric density estimation for symmetric distributions by contaminated data ⋮ Bootstrap bandwidth selection method for local linear estimator in exponential family models ⋮ Data‐driven choice of the smoothing parametrization for kernel density estimators ⋮ A weighted least-squares cross-validation bandwidth selector for kernel density estimation

Cites Work

• Unnamed Item
• 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
• An asymptotically optimal window selection rule for kernel density estimates
• Estimation of integrated squared density derivatives
• Lower bounds for bandwidth selection in density estimation
• Smoothed cross-validation
• A simple root \(n\) bandwidth selector
• Exact mean integrated squared error
• Best possibility constant for bandwidth selection
• A comparative study of several smoothing methods in density estimation
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• Bandwidth selection: Classical or plug-in?
• Bootstrapping the mean integrated squared error
• On optimal data-based bandwidth selection in kernel density estimation
• Bias corrected bootstrap bandwidth selection
• Facts about the gaussian probability density function

This page was built for publication: Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth