Gains from joint cross validation bandwidth selection for derivatives of conditional multidimensional densities

DOI10.1080/00949655.2015.1037766OpenAlexW1964066125MaRDI QIDQ5222375FDOQ5222375

Authors: Matthew Baird 

Publication date: 1 April 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2015.1037766

Recommendations

• scientific article; zbMATH DE number 597684
• A cross-validation bandwidth choice for kernel density estimates with selection biased data
• Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation
• Bandwidth selection for kernel conditional density estimation.
• Publication:3477819

zbMATH Keywords

density estimationcross-validationbandwidth selectionMonte Carlo simulationnon-parametric estimation

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Exact mean integrated squared error
• Nonparametric econometrics. Theory and practice.
• Title not available (Why is that?)
• Asymptotics for general multivariate kernel density derivative estimators
• EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
• Bandwidth selection: Classical or plug-in?
• A Bayesian approach to bandwidth selection for multivariate kernel density estimation
• Estimation of a multivariate density
• Title not available (Why is that?)
• Root n Bandwidth Selectors for Kernel Estimation of Density Derivatives
• Higher order bias reduction of kernel density and density derivative estimation at boundary points

Cited In (2)

• A crossvalidation method for estimating conditional densities
• Improving cross-validated bandwidth selection using subsampling-extrapolation techniques

This page was built for publication: Gains from joint cross validation bandwidth selection for derivatives of conditional multidimensional densities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5222375)