On the amount of noise inherent in bandwidth selection for a kernel density estimator
From MaRDI portal
Publication:1117628
DOI10.1214/aos/1176350259zbMath0667.62022OpenAlexW2002221401MaRDI QIDQ1117628
James Stephen Marron, Hall, Peter
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350259
noiseupper boundsbandwidthcross-validationkernel density estimatorleast squaresmean integrated square errorsmoothing parameter selectiondata-driven estimatewindow width
Related Items
A general kernel functional estimator with general bandwidth—strong consistency and applications, Estimation of integrated squared density derivatives, Kernel estimation for characteristics of pure jump processes, Uniform consistency of automatic and location-adaptive delta-sequence estimators, A comparative study of several smoothing methods in density estimation, On the use of compactly supported density estimates in problems of discrimination, Bootstrapping the distance between smooth bootstrap and sample quantile distribution, Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data, Canonical kernels for density estimation, A local cross-validation algorithm, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data, Optimal rates for local bandwidth selection, Convergence rates of empirical block length selectors for block bootstrap, A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator, Lower bounds for bandwidth selection in density estimation, Smoothed cross-validation, Error inference for nonparametric regression, Kernel classification with missing data and the choice of smoothing parameters, Local data-driven bandwidth choice for density estimation, Nonparametric estimation of the percentile residual life function, Nonparametric estimation of intensities of nonhomogeneous Poisson processes, Averaging of density kernel estimators, Cross-validation Revisited, A short note on optimal bandwidth selection for kernel estimators, Remark concerning data-dependent bandwidth choice in density estimation, Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates, Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators†, Loss and risk in smoothing parameter selection, Comments on a data based bandwidth selector, Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples, Asymptotically optimal choice of the smoothing parameter in a nonparametric kernel estimator for a probability density, An assessment of finite sample performance of adaptive methods in density estimation
