Weighted Hellinger distance as an error criterion for bandwidth selection in kernel estimation

DOI10.1080/10485250600712008MaRDI QIDQ5478901zbMATH OpenOpenAlexFDO

Authors I. A. Ahmad, A. R. Mugdadi

Publication date 13 July 2006

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

Full work available at URL https://doi.org/10.1080/10485250600712008

zbMATH Keywords

tablesHellinger distanceCross-validationBandwidth selectionProbability density functionKernel estimationDistribution functionIntegrated mean-square error

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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• The weighted Hellinger distance in the multivariate kernel density estimation
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Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A Brief Survey of Bandwidth Selection for Density Estimation
• Exact mean integrated squared error
• Hellinger distance and Kullback-Leibler loss for the kernel density estimator
• Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
• On Estimation of a Probability Density Function and Mode
• Smoothing parameter selection for smooth distribution functions
• Visual Error Criteria for Qualitative Smoothing

Cited in

(6)

• On density and regression estimation with incomplete data
• Bandwidth selection for kernel density estimation of functions of observations using Hellinger distance
• The weighted Hellinger distance in the multivariate kernel density estimation
• The linear combination of kernels in the estimation of cumulative distribution functions
• On estimation of probability density function and Hellinqer distance
• A general and fast convergent bandwidth selection method of kernel estimator

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