Monte Carlo Study of Three Data-Based Nonparametric Probability Density Estimators

DOI10.2307/2287033zbMath0465.62036OpenAlexW4248807891MaRDI QIDQ3917327

Lynette E. Factor, David W. Scott

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2287033

zbMATH Keywords

data analysiskernel estimatordensity estimatorsorthogonal series estimatordata-based smoothing

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Related Items

A nonparametric data based univariate density function estimate, Random approximations to some measures of accuracy in nonparametric curve estimation, Adapting the classical kernel density estimator to data, Comparison of bandwidth selectors in nonparametric regression under dependence, Testing for dispersive ordering, Evaluation of kernel density estimation methods for daily precipitation resampling, A plug-in technique in nonparametric regression with dependence, A flexible extreme value mixture model, Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence, Asymptotic and qualitative performance of non-parametric density estimators: a comparative study, Smoothed cross-validation, Density estimation under a two-sample semiparametric model, A data-based algorithm for choosing the window width when estimating the density at a point, Relative density estimation and local bandwidth selection for censored data, Imputation of missing values using density estimation, The strong uniform convergence of multivariate variable kernel estimates, On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate, Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators^†, Hellinger distance and Kullback-Leibler loss for the kernel density estimator