Practical performance of several data driven bandwidth selectors
From MaRDI portal
(Redirected from Publication:684820)
Cited in
(20)- Bivariate density estimation using BV regularisation
- Neural networks for bandwidth selection in local linear regression of time series
- A universally acceptable smoothing factor for kernel density estimates
- A comparative study of several smoothing methods in density estimation
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- A combined adaptive-mixtures/plug-in estimator of multivariate probability densities
- Density estimation with distribution element trees
- Exploring efficiency differences over time in the Spanish banking industry
- An assessment of finite sample performance of adaptive methods in density estimation
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors
- Model based bootstrap methods for interval censored data
- Estimating the density of a functional of several random variables
- Bandwidth selection: Classical or plug-in?
- Bandwidth selection for smooth backfitting in additive models
- Asymptotic and qualitative performance of non-parametric density estimators: a comparative study
- Nonparametric inference of doubly stochastic Poisson process data via the kernel method
- Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data
- Q-convergence with interquartile ranges
- Nonparametric conditional efficiency measures: asymptotic properties
- A note on kernel density estimation for non-negative random variables
This page was built for publication: Practical performance of several data driven bandwidth selectors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q684820)
