Practical performance of several data driven bandwidth selectors
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Publication:684820
zbMATH Open0775.62100MaRDI QIDQ684820FDOQ684820
Authors: Byeong U. Park, Turlach, Berwin A.
Publication date: 7 October 1993
Published in: Computational Statistics (Search for Journal in Brave)
Cited In (19)
- Q-convergence with interquartile ranges
- A comparative study of several smoothing methods in density estimation
- A combined adaptive-mixtures/plug-in estimator of multivariate probability densities
- A note on kernel density estimation for non-negative random variables
- Model based bootstrap methods for interval censored data
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors
- Bandwidth selection: Classical or plug-in?
- Estimating the density of a functional of several random variables
- Bandwidth selection for smooth backfitting in additive models
- Nonparametric conditional efficiency measures: asymptotic properties
- Bivariate density estimation using BV regularisation
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Asymptotic and qualitative performance of non-parametric density estimators: a comparative study
- Exploring efficiency differences over time in the Spanish banking industry
- An assessment of finite sample performance of adaptive methods in density estimation
- Neural networks for bandwidth selection in local linear regression of time series
- Density estimation with distribution element trees
- Nonparametric inference of doubly stochastic Poisson process data via the kernel method
- A universally acceptable smoothing factor for kernel density estimates
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