Multistage plug—in bandwidth selection for kernel distribution function estimates

DOI10.1080/00949650008811990MaRDI QIDQ4493702zbMATH OpenOpenAlexFDO

Authors Edsel R. Baker, Alan M. Polansky

Publication date 29 March 2001

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650008811990

zbMATH Keywords

smoothingkernel estimatorsurvival functionsquared error lossnormal reference ruleplug-in ruleoversmoothing bandwith

Mathematics Subject Classification ID

Density estimation (62G07)

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Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• An iterative bandwidth selector for kernel estimation of densities and their derivatives
• Approximation Theorems of Mathematical Statistics
• Bandwidth selection for kernel density estimation
• Bandwidth selection for kernel distribution function estimation
• Bandwith selection for the smoothing of distribution functions
• Estimation of integrated squared density derivatives
• Exact mean integrated squared error
• Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
• Nonparametric estimates of distribution functions
• Note on the minimum mean integrated squared error of kernel estimates of a distribution function and its derivatives
• On Choosing a Delta-Sequence
• Smoothing parameter selection for smooth distribution functions
• Some New Estimates for Distribution Functions
• The performance of kernel density functions in kernel distribution function estimation
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives

Cited in

(40)

• Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators
• The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
• A general result on the uniform in bandwidth consistency of kernel-type function estimators
• New estimator for the variances of strata in ranked set sampling
• Kernel distribution estimation for grouped data
• Data-based choice of the number of pilot stages for plug-in bandwidth selection
• Fourier methods for smooth distribution function estimation
• A data-driven kernel estimator of the density function
• The Kernel distribution estimator of functions of random variables
• On the asymptotic normality of multistage integrated density derivatives kernel estimators.
• Local smoothing for kernel distribution function estimation
• A new method of kernel-smoothing estimation of the ROC curve
• scientific article; zbMATH DE number 1202597 (Why is no real title available?)
• Multivariate control chart based on the highest possibility region
• Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
• THE CONTROL CHART FOR INDIVIDUAL OBSERVATIONS FROM A MULTIVARIATE NON-NORMAL DISTRIBUTION
• Nonparametric method for estimating the distribution of time to failure of engineering materials
• Inference via kernel smoothing of bootstrap \(P\) values
• On the asymptotic behaviour of the ISE for automatic kernel distribution estimators
• Polygonal smoothing of the empirical distribution function
• Smoothed time-dependent receiver operating characteristic curve for right censored survival data
• New distribution function estimators and tests of perfect ranking in concomitant-based ranked set sampling
• Symmetric smoothed bootstrap methods for ranked set samples
• Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
• Modified cumulative extropies of doubly truncated random variables
• Kernel density estimation based on progressive type-II censoring
• On weighted version of dynamic cumulative residual inaccuracy measure based on extropy
• On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes
• Plug-in bandwidth selection in kernel hazard estimation from dependent data
• On estimating the distribution function and odds using ranked set sampling
• The linear combination of kernels in the estimation of cumulative distribution functions
• A practical implementation for bandwidth selection in kernel distribution function estimators
• Nonparametric Estimation of Distribution Functions of Nonstandard Mixtures
• Plug-in bandwidth selector for the kernel relative density estimator
• Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators
• Modeling long term return distribution and nonparametric market risk estimation
• A general and fast convergent bandwidth selection method of kernel estimator
• Kernel-based estimation of P(X < Y) when X and Y are dependent random variables based on progressive type II censoring
• Nonparametric multivariate control chart for numerical and categorical variables
• On kernel-based quantile estimation using different stratified sampling schemes with optimal allocation

Describes a project that uses

Uses Software

• KernSmooth

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