On nonparametric local inference for density estimation

DOI10.1016/J.CSDA.2009.09.021MaRDI QIDQ962279zbMATH OpenOpenAlexFDO

Authors Ngai Hang Chan, Liang Peng, Thomas C. M. Lee

Publication date 6 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.09.021

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07)

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Cites work

• scientific article; zbMATH DE number 1552501 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• A Brief Survey of Bandwidth Selection for Density Estimation
• A New Characterization and Estimation of the Zero-bias Bandwidth
• A data-based algorithm for choosing the window width when estimating the density at a point
• A diagnostic for selecting the threshold in extreme value analysis
• A simple bias reduction method for density estimation
• An optimal local bandwidth selector for kernel density estimation
• Bias annihilating bandwidths for kernel density estimation at a point
• Data sharpening methods for bias reduction in nonparametric regression.
• Empirical likelihood confidence intervals for nonparametric density estimation
• High Order Data Sharpening for Density Estimation
• Local data-driven bandwidth choice for density estimation
• Miscellanea. Data sharpening as a prelude to density estimation
• On local bootstrap bandwidth choice in kernel density estimation
• Poisson and Gaussian approximation of weighted local empirical processes
• Skewing methods for two-parameter locally parametric density estimation
• The bootstrap and Edgeworth expansion
• Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems

Cited in

(9)

• Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method
• Non-asymptotic bandwidth selection for density estimation of discrete data
• Nonparametric localized bandwidth selection for kernel density estimation
• Local smoothing using the bootstrap
• Local likelihood density estimation on random fields
• New approaches to nonparametric density estimation and selection of smoothing parameters
• Une approche intrinsèque de l'estimation non paramétrique de la densité
• New approaches to locally adaptive nonparametric estimation and inference
• Density estimation via the random forest method

Describes a project that uses

Uses Software

• KernSmooth
• pyuvdata

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