scientific article; zbMATH DE number 17213

MaRDI QIDQ3973910zbMATH OpenFDO

Authors Antonio Cuevas, Wenceslao González-Manteiga

Publication date 26 June 1992

zbMATH Keywords

simulationuniform convergenceweak convergencealmost sure uniform consistencyautomatic choice of bandwidth parametersfixed finite number of inflection pointspiecewise convexitypseudo-likelihood cross-validation smoothing methodsunivariate kernel density estimators

Mathematics Subject Classification ID

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

Recommendations

• The consistency of automatic kernel density estimates
• DATA-BASED CHOICE OF THE SMOOTHING PARAMETER FOR A KERNEL DENSITY ESTIMATOR
• Kernel contrasts: a data-based method of choosing smoothing parameters in nonparametric density estimation
• A comparative study of several smoothing methods in density estimation
• A method for the choice of smoothing parameter

Cited in

(11)

• A comparative study of several smoothing methods in density estimation
• Bump hunting with non-Gaussian kernels
• Signs of divided differences yield least squares data fitting with constrained monotonicity or convexity
• Improving bandwidth selection methods by adding quantitative constraints
• Identifiability of nonparametric mixture models and Bayes optimal clustering
• Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data
• Data Smoothing using Non-Negative Divided Differences and l₂ Approximation
• On the consistency of kernel density estimates under modality constraints
• Minimum distance density-based estimation
• Some asymptotics for multimodality tests based on kernel density estimates
• A population background for nonparametric density-based clustering

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