Data-driven bandwidth choice for density estimation based on dependent data
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Publication:916260
DOI10.1214/aos/1176347630zbMath0703.62045OpenAlexW2048863402MaRDI QIDQ916260
Jeffrey D. Hart, Philippe Vieu
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347630
simulation studykernel density estimationasymptotically optimalstrong mixing conditionfinite sample sizesalpha-mixing processesdependence modelbandwidth selection problemcross-validated bandwithsleave-out technique
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes (62M99)
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