Bootstrap optimal bandwidth selection for kernel density estimates

DOI10.1016/0378-3758(92)90103-YzbMath0747.62038OpenAlexW2018508557MaRDI QIDQ1193967

Michael Falk

Publication date: 27 September 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90103-y

zbMATH Keywords

mean squared errorkernel density estimatessmoothed bootstrap\(L2\) erroraccuracy of bootstrap optimal bandwidth selectionbootstrap squared error estimateresampling densitysuperoptimal

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09)

Related Items (4)

Bootstrap bandwidth selection in kernel density estimation from a contaminated sample ⋮ Universal smoothing factor selection in density estimation: theory and practice. (With discussion) ⋮ Novel kernel density estimator based on ensemble unbiased cross-validation ⋮ Local Smoothing Using the Bootstrap

Cites Work

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• On asymptotic minimaxity of the adaptative kernel estimate of a density function
• Remarks on Some Nonparametric Estimates of a Density Function
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• Bootstrap choice of the smoothing parameter in kernel density estimation
• On Choosing a Delta-Sequence
• On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
• On Estimation of a Probability Density Function and Mode

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