Remark concerning data-dependent bandwidth choice in density estimation

DOI10.1016/0167-7152(90)90091-KzbMath0687.62026OpenAlexW2080576709MaRDI QIDQ1263185

Jan Mielniczuk

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90091-k

zbMATH Keywords

kernel estimationintegrated mean square errordensity estimationstrong approximationadaptive estimatedata-dependent bandwidth choiceMSE-optimal bandwidth

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (1)

Pointwise and uniform convergence of kernel density estimators using random bandwidths

Cites Work

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• Arbitrariness of the pilot estimator in adaptive kernel methods
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Estimation of integrated squared density derivatives
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• Weak convergence and efficient density estimation at a point
• On some global measures of the deviations of density function estimates
• Biased and Unbiased Cross-Validation in Density Estimation
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• On Choosing a Delta-Sequence
• On Estimation of a Probability Density Function and Mode

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