Further theoretical and practical insight to the do-validated bandwidth selector

DOI10.1016/J.JKSS.2013.11.001MaRDI QIDQ397223zbMATH OpenOpenAlexFDO

Authors María Dolores Martínez-Miranda, Jens Perch Nielsen, Enno Mammen, Stefan Sperlich

Publication date 11 August 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://openaccess.city.ac.uk/id/eprint/4624/1/Final_IDO_JKoreanStatSoc.pdf

zbMATH Keywords

kernel density estimationdata-adaptive bandwidth selectiondo-validationindirect cross-validation

Mathematics Subject Classification ID

Density estimation (62G07)

Recommendations

• Smoothed cross-validation
• Cross-validation revisited
• Indirect cross-validation for density estimation
• Bandwith selection for the smoothing of distribution functions
• Bandwidth selection for kernel density estimation

Cites work

• scientific article; zbMATH DE number 469135 (Why is no real title available?)
• scientific article; zbMATH DE number 1086079 (Why is no real title available?)
• A bandwidth selector for local linear density estimators
• A new kernel estimator for abundance using line transect sampling without the shoulder condition
• A plug-in rule for bandwidth selection in circular density estimation
• Backfitting and smooth backfitting for additive quantile models
• Bandwidth selection in marker dependent kernel hazard estimation
• Comparison of relative efficiency of kernel density estimator with the exponential map
• Do-Validation for Kernel Density Estimation
• Flexible generalized varying coefficient regression models
• Indirect cross-validation for density estimation
• Kernel smoothers and bootstrapping for semiparametric mixed effects models
• Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data
• Nonparametric estimation of quantile density function
• One-Sided Cross-Validation
• Projection-type estimation for varying coefficient regression models
• Robustness of one-sided cross-validation to autocorrelation
• Smoothing survival densities in practice
• The truncated Stieltjes moment problem solved by using kernel density functions

Cited in

(7)

• Smoothed bootstrap bandwidth selection for nonparametric hazard rate estimation
• scientific article; zbMATH DE number 7049737 (Why is no real title available?)
• β-divergence loss for the kernel density estimation with bias reduced
• A simple root \(n\) bandwidth selector
• Fully robust one-sided cross-validation for regression functions
• One-sided cross-validation for nonsmooth density functions
• Comments on a data based bandwidth selector

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