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

DOI10.1080/10485250903194003MaRDI QIDQ5189262zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Adaptive normal reference bandwidth based on quantile for kernel density estimation
• Progress in data-based bandwidth selection for kernel density estimation
• An optimal local bandwidth selector for kernel density estimation
• Density estimation using bootstrap bandwidth selector
• An automatic bandwidth selector for kernel density estimation

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?)
• A Brief Survey of Bandwidth Selection for Density Estimation
• Asymptotic Statistics
• Biased and Unbiased Cross-Validation in Density Estimation
• Density estimation
• Exact mean integrated squared error
• On optimal data-based bandwidth selection in kernel density estimation
• On the use of pilot estimators in bandwidth selection
• Statistical Analysis of Financial Data in S-Plus
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives

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

Describes a project that uses

Uses Software

• R

This page was built for publication: Improving Sheather and Jones' bandwidth selector for difficult densities in kernel density estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5189262)