Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth

DOI10.1111/J.1467-9469.2007.00565.XMaRDI QIDQ3608257zbMATH OpenOpenAlexFDO

Authors José E. Chacón, Jesús Montanero, Augustín Nogales

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 normalitykernel density estimationmean integrated squared error

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 854586
• On local bootstrap bandwidth choice in kernel density estimation
• Bootstrap optimal bandwidth selection for kernel density estimates
• Bias corrected bootstrap bandwidth selection
• Data-based choice of the number of pilot stages for plug-in bandwidth selection

Cites work

• A comparative study of several smoothing methods in density estimation
• A simple root \(n\) bandwidth selector
• An asymptotically optimal window selection rule for kernel density estimates
• Bandwidth selection: Classical or plug-in?
• Best possibility constant for bandwidth selection
• Bias corrected bootstrap bandwidth selection
• Bootstrapping the mean integrated squared error
• 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
• Facts about the gaussian probability density function
• scientific article; zbMATH DE number 47948 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Lower bounds for bandwidth selection in density estimation
• On optimal data-based bandwidth selection in kernel density estimation
• Smoothed cross-validation
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives

Cited in

(12)

• Plug-in bandwidth selection in kernel hazard estimation from dependent data
• Bandwidth selection for kernel density estimation: a review of fully automatic selectors
• Bootstrapping nonparametric density estimators with empirically chosen bandwidths.
• Data-based choice of the number of pilot stages for plug-in bandwidth selection
• Nonparametric density estimation for symmetric distributions by contaminated data
• A weighted least-squares cross-validation bandwidth selector for kernel density estimation
• Data‐driven choice of the smoothing parametrization for kernel density estimators
• On local bootstrap bandwidth choice in kernel density estimation
• Bootstrap bandwidth selection method for local linear estimator in exponential family models
• Computational aspects of the kNN local linear smoothing for some conditional models in high dimensional statistics
• Nonparametric curve estimation and bootstrap bandwidth selection
• On plug-in rules for local smoothing of density estimators

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3608257)