An automatic bandwidth selector for kernel density estimation

DOI10.1093/BIOMET/79.4.771MaRDI QIDQ4037728zbMATH OpenOpenAlexFDO

Authors Shean-Tsong Chiu

Publication date 16 May 1993

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/79.4.771

zbMATH Keywords

bandwidth estimatorbias termcut-off frequencygeneralization of cross-validationkernel density estimationmean integrated squared errorrelative convergence ratesample characteristic functionsimulation studies

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(34)

• A cross-validation method for data with ties in kernel density estimation
• Bandwidth selection for kernel density estimation
• Modified cross-validation in density estimation
• On the non-consistency of an estimate of Chiu
• A cross-validation bandwidth choice for kernel density estimates with selection biased data
• Bandwidth selection for kernel density estimation: a review of fully automatic selectors
• Bandwidth selection for kernel log-density estimation
• Improving bandwidth selection methods by adding quantitative constraints
• Root n bandwidths selectors in multivariate kernel density estimation
• A note on modified cross-validation in density estimation
• Bandwidth selection for kernel distribution function estimation
• Bandwidth selection for local linear regression
• Fourier methods for smooth distribution function estimation
• Local cross-validation for spectrum bandwidth choice
• Cross-validation revisited
• Fourier series-based direct plug-in bandwidth selectors for kernel density estimation
• Bandwidth selection for kernel density estimation with doubly truncated data
• The bandwidth selection based on kernel density estimate of distribution
• Maximum likelihood estimation of a multi-dimensional log-concave density. With discussion and authors' reply
• Variable kernel density estimation
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• Kernel estimations for multivariate density functional with bootstrap
• A weighted least-squares cross-validation bandwidth selector for kernel density estimation
• Modeling insurance claims with extreme observations: transformed kernel density and generalized lambda distribution
• Improving Sheather and Jones' bandwidth selector for difficult densities in kernel density estimation
• Indirect cross-validation for density estimation
• Probability density function estimation with the frequency polygon transform
• A general and fast convergent bandwidth selection method of kernel estimator
• Optimal bandwidths for kernel density estimators of functions of observations
• Generalized least squares cross‐validation in kernel density estimation
• Root n estimates of vectors of integrated density partial derivative functionals
• Robust kernels for kernel density estimation
• Automatic bandwidth selection for recursive kernel density estimators with length-biased data
• A variable bandwidth selector in multivariate kernel density estimation

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