Adaptive bandwidth choice
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Publication:4470129
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Cites work
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 837911 (Why is no real title available?)
- A Brief Survey of Bandwidth Selection for Density Estimation
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A note on the usefulness of superkernels in density estimation
- Arbitrariness of the pilot estimator in adaptive kernel methods
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- Bandwidth selection: Classical or plug-in?
- CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC
- Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
- Density estimation by wavelet thresholding
- Exact mean integrated squared error
- Extremes and related properties of random sequences and processes
- Ideal spatial adaptation by wavelet shrinkage
- Inference For Autocorrelations Under Weak Assumptions
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
- LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
- Local Regression and Likelihood
- Locally Adaptive Bandwidth Choice for Kernel Regression Estimators
- Multivariate density estimation with general flat-top kernels of infinite order
- Nonparametric curve estimation from time series
- Nonparametric regression analysis of longitudinal data
- Nonparametric statistics for stochastic processes
- On Choosing a Delta-Sequence
- On density estimation from ergodic processes
- On flat-top kernel spectral density estimators for homogeneous random fields
- On higher order kernels
- On optimal data-based bandwidth selection in kernel density estimation
- Optimizing Kernel Methods: A Unifying Variational Principle
- Time series: theory and methods.
- Wavelets, approximation, and statistical applications
Cited in
(58)- CDF and survival function estimation with infinite-order kernels
- Automatic Block-Length Selection for the Dependent Bootstrap
- M-procedures for detection of changes for dependent observations
- Aggregation of spectral density estimators
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
- A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
- A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
- A note on Studentized confidence intervals for the change-point
- Tapered block bootstrap for unit root testing
- Detecting at-most-\(\mathfrak{m}\) changes in linear regression models
- A two-stage plug-in bandwidth selection and its implementation for covariance estimation
- Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
- Testing normality of data on a multivariate grid
- Linear process bootstrap unit root test
- Consistent autoregressive spectral estimates: nonlinear time series and large autocovariance matrices
- Inference in functional factor models with applications to yield curves
- Nonlinear spectral density estimation: thresholding the correlogram
- The impact of bootstrap methods on time series analysis
- Higher-order accurate spectral density estimation of functional time series
- On density estimation with superkernels
- Nonparametric regression with infinite order flat-top kernels
- Testing equality of a large number of densities under mixing conditions
- Bivariate kernel deconvolution with panel data
- A note on kernel density estimation at a parametric rate†
- A note on superkernel density estimators
- Tests for scale changes based on pairwise differences
- Bias reduction by transformed flat-top Fourier series estimator of density on compact support
- Reduced bias nonparametric lifetime density and hazard estimation
- Estimating Wold matrices and vector moving average processes
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction
- The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds
- Consistency of the frequency domain bootstrap for differentiable functionals
- Higher-order accurate polyspectral estimation with flat-top lag-windows
- Asymptotic properties of parallel Bayesian kernel density estimators
- Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction
- Frequency domain bootstrap methods for random fields
- Testing stationarity of functional time series
- Testing equality of means when the observations are from functional time series
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- Segmenting mean-nonstationary time series via trending regressions
- Batch size selection for variance estimators in MCMC
- Adaptive bandwidth selection in the long run covariance estimator of functional time series
- High-dimensional autocovariance matrices and optimal linear prediction
- Testing for parameter stability in nonlinear autoregressive models
- Covariance matrix estimation for stationary time series
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
- Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration
- Convergence rates of empirical block length selectors for block bootstrap
- Estimating the Spectral Density at Frequencies Near Zero
- Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain
- Studentization versus variance stabilization: a simple way out of an old dilemma
- A bootstrap method to calculate the p -value of Fisher’s combination for a large number of weakly dependent p -values
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation
- High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling
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