Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators

DOI10.1080/03610926.2018.1563182OpenAlexW2612506795MaRDI QIDQ5077375FDOQ5077375

Authors: Vitaliy Oryshchenko 

Publication date: 18 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.06993

Recommendations

• Exact mean integrated squared error
• Bandwidth selection for kernel density estimation
• On the amount of noise inherent in bandwidth selection for a kernel density estimator
• Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators
• A practical implementation for bandwidth selection in kernel distribution function estimators

zbMATH Keywords

smoothingnormal mixtureplug-in rulefinite sampleuniform kernelGaussian-based kernel

Mathematics Subject Classification ID

Statistics (62-XX) Nonparametric estimation (62G05)

Cites Work

• Exact mean integrated squared error
• NIST handbook of mathematical functions
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• EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
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• Multistage plug—in bandwidth selection for kernel distribution function estimates
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• Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
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Cited In (6)

• Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
• Improved density and distribution function estimation
• EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
• A practical implementation for bandwidth selection in kernel distribution function estimators
• Exact mean integrated squared error
• Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators

Uses Software

• Digital Library of Mathematical Functions

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