Improving Sheather and Jones' bandwidth selector for difficult densities in kernel density estimation

DOI10.1080/10485250903194003zbMATH Open1264.62029OpenAlexW2057117604MaRDI QIDQ5189262FDOQ5189262

Authors:

Publication date: 15 March 2010

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250903194003

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zbMATH Keywords

Marron and Wand densitiesmean-integrated squared errorsolve-the-equation plug-in

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Statistical Analysis of Financial Data in S-Plus
• Title not available (Why is that?)
• Exact mean integrated squared error
• Asymptotic Statistics
• Title not available (Why is that?)
• A Brief Survey of Bandwidth Selection for Density Estimation
• On optimal data-based bandwidth selection in kernel density estimation
• Density estimation
• Biased and Unbiased Cross-Validation in Density Estimation
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• On the use of pilot estimators in bandwidth selection

Cited In (6)

• Huberian function applied to neurodegenerative disorder gait rhythm
• Data-based choice of the number of pilot stages for plug-in bandwidth selection
• New approaches to nonparametric density estimation and selection of smoothing parameters
• Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method
• On bandwidth selection using minimal spanning tree for kernel density estimation
• A kernel smooth approach for joint modeling of accelerated failure time and longitudinal data

Uses Software

• R

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