Bandwith selection for the smoothing of distribution functions

From MaRDI portal
Publication:4236508

DOI10.1093/biomet/85.4.799zbMath0921.62042OpenAlexW2062568812MaRDI QIDQ4236508

Hall, Peter, Tania Prvan, Adrian W. Bowman

Publication date: 4 October 1999

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/85.4.799



Related Items

Distribution function estimation via Bernstein polynomial of random degree, Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions, Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators, Deconvolution of cumulative distribution function with unknown noise distribution, A smooth nonparametric conditional quantile frontier estimator, Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators, A new method of kernel-smoothing estimation of the ROC curve, Smooth bootstrapping of copula functionals, A data-driven kernel estimator of the density function, Unnamed Item, Some heuristics about bandwidth selection for the smooth Kaplan-Meier estimator, Bootstrapping the Dorfman–Hall–Chambers–Dunstan estimator of a finite population distribution function, Bandwidth choice for the smooth Kaplan–Meier estimator when the censoring variable can be discontinuous, Smoothing Techniques for the Bivariate Kaplan-Meier Estimator, Polygonal smoothing of the empirical distribution function, Nonparametric estimation of 100(1 − p)% expected shortfall: p 0 as sample size is increased, New non-parametric inferences for low-income proportions, Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators, Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing, Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation, Reducing the mean squared error of quantile-based estimators by smoothing, On estimating distribution functions using Bernstein polynomials, Non-parametric bootstrap mean squared error estimation for \(M\)-quantile estimators of small area averages, quantiles and poverty indicators, Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness, Smoothed jackknife empirical likelihood method for tail copulas, Small area estimation based on M-quantile models in presence of outliers in auxiliary variables, Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output, NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY, L2 consistency of the kernel quantile estimator, Nonparametric estimation of a conditional distribution from length-biased data, Bernstein-based estimation of the cross ratio function, Bootstrapping the Chambers--Dunstan estimate of a finite population distribution function, CDF and survival function estimation with infinite-order kernels, A nonparametric approach to calculating value-at-risk, Improved methods for bandwidth selection when estimating ROC curves., Fourier methods for smooth distribution function estimation, Estimating smooth distribution function in the presence of heteroscedastic measurement errors, Inference in components of variance models with low replication, A smooth nonparametric approach to determining cut-points of a continuous scale, Estimation of a finite population distribution function based on a linear model with unknown heteroscedastic errors, Nonparametric Estimation of Distribution Functions of Nonstandard Mixtures, Analysis of randomized comparative clinical trial data for personalized treatment selections, A bias reducing technique in kernel distribution function estimation, Kernel excess mass test for multimodality, Distribution function estimation by constrained polynomial spline regression, Empirical likelihood based confidence intervals for copulas, Empirical implementation of nonparametric first-price auction models, On large deviations of smoothed Kolmogorov-Smirnov's statistics, Robustness Measures and Numerical Approximation of the Cumulative Density Function of Response Surfaces, Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator, Modifying the kernel distribution function estimator towards reduced bias, Shrinkage ridge estimators in semiparametric regression models, Nonparametric estimation of copula functions for dependence modelling, A note on kernel density estimators with optimal bandwidths, On estimation of survival function under random censoring model, A data-driven bandwidth selection method for the smoothed maximum score estimator, A general and fast convergent bandwidth selection method of kernel estimator, Chung–Smirnov property for Bernstein estimators of distribution functions, Recovery of a quantile function from moments, Nonparametric estimation of quantile functions for randomly right censored data, A measure of asymmetry based on a new necessary and sufficient condition for symmetry, Empirical likelihood for estimating equations with missing values, Solving dynamic discrete choice models using smoothing and sieve methods, A note on estimating cumulative distribution functions by the use of convolution power kernels, ROBUST ESTIMATION OF SMALL-AREA MEANS AND QUANTILES, A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data, Inference via kernel smoothing of bootstrap \(P\) values, Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present, On the asymptotic behaviour of the ISE for automatic kernel distribution estimators, Kernel distribution function estimation under the Koziol-Green model, \(L^1\) properties of the Nadaraya quantile estimator, Kernel Survival Function Estimation Based on Doubly Censored Data, Multistage plug—in bandwidth selection for kernel distribution function estimates, The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator, Information measures of kernel estimation, Local Smoothing for Kernel Distribution Function Estimation, Comparisons Between Local Linear Estimator and Kernel Smooth Estimator for a Smooth Distribution Based on MSE Under Right Censoring, High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression, Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions, Smooth estimation of circular cumulative distribution functions and quantiles, A general result on the uniform in bandwidth consistency of kernel-type function estimators


Uses Software