A hybrid bandwidth selection methodology for kernel density estimation

DOI10.1080/00949655.2012.721366MaRDI QIDQ5219286zbMATH OpenOpenAlexFDO

Authors Min Jiang, Serge B. Provost

Publication date 9 March 2020

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

Full work available at URL https://doi.org/10.1080/00949655.2012.721366

zbMATH Keywords

density estimationbandwidth selectionkernelsleast-squares cross-validationplug-in estimates

Mathematics Subject Classification ID

Density estimation (62G07) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

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• An asymptotically optimal window selection rule for kernel density estimates
• Bandwidth selection: Classical or plug-in?
• Data‐driven choice of the smoothing parametrization for kernel density estimators
• Estimation of integrated squared density derivatives
• Exact mean integrated squared error
• Feature significance for multivariate kernel density estimation
• KERNEL DENSITY ESTIMATION WHEN THE BANDWIDTH IS LARGE
• On bandwidth variation in kernel estimates. A square root law
• Smoothing methods in statistics
• Variable Kernel Estimates of Multivariate Densities

Cited in

(4)

• A data-driven kernel estimator of the density function
• An investigation into adult human height distributions using kernel density estimation
• Generalized least squares cross‐validation in kernel density estimation
• The generalized Pearson family of distributions and explicit representation of the associated density functions

Describes a project that uses

Uses Software

• KernSmooth
• alr3

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