Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators

DOI10.1080/10485250600578334zbMath1087.62052MaRDI QIDQ5291822

Carlos Tenreiro

Publication date: 22 May 2006

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

Full work available at URL: https://doi.org/10.1080/10485250600578334

zbMATH Keywords

asymptotic normality; mean integrated squared error; integrated squared error; kernel distribution function estimation; multistage plug-in bandwidth selection

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

Cites Work

• Unnamed Item
• Unnamed Item
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Estimation of integrated squared density derivatives
• Lower bounds for bandwidth selection in density estimation
• Exact mean integrated squared error
• Best possibility constant for bandwidth selection
• The performance of kernel density functions in kernel distribution function estimation
• On the asymptotic normality of multistage integrated density derivatives kernel estimators.
• Multivariate locally weighted least squares regression
• Bandwidth selection for kernel distribution function estimation
• Smoothing parameter selection for smooth distribution functions
• Smooth estimators of distribution and density functions
• Remarks on Some Nonparametric Estimates of a Density Function
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• On optimal data-based bandwidth selection in kernel density estimation
• On the use of pilot estimators in bandwidth selection
• Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
• Bandwith selection for the smoothing of distribution functions
• On the asymptotic behaviour of the ISE for automatic kernel distribution estimators
• Multistage plug—in bandwidth selection for kernel distribution function estimates
• Some New Estimates for Distribution Functions
• On Estimation of a Probability Density Function and Mode