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

DOI10.1080/00949655.2015.1037766MaRDI QIDQ5222375zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

bandwidth selectioncross-validationdensity estimationMonte Carlo simulationnon-parametric estimation

Mathematics Subject Classification ID

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

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Cites work

• A Bayesian approach to bandwidth selection for multivariate kernel density estimation
• Asymptotics for general multivariate kernel density derivative estimators
• Bandwidth selection: Classical or plug-in?
• Estimation of a multivariate density
• Exact mean integrated squared error
• EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
• Higher order bias reduction of kernel density and density derivative estimation at boundary points
• scientific article; zbMATH DE number 4147310 (Why is no real title available?)
• scientific article; zbMATH DE number 2135362 (Why is no real title available?)
• Nonparametric econometrics. Theory and practice.
• Root n Bandwidth Selectors for Kernel Estimation of Density Derivatives

Cited in

(2)

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

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