A study on bandwidth selection in density estimation under dependence

DOI10.1006/jmva.1997.1686zbMath0896.62033OpenAlexW2070598448MaRDI QIDQ1368842

Tae Yoon Kim, Dennis D. Cox

Publication date: 27 September 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1686

zbMATH Keywords

bandwidth selectiondensity estimationdependencemodified cross validation

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (7)

On convergence rates for quadratic errors in kernel hazard estimation ⋮ Optimal bandwidth selection in kernel density estimation for continuous time dependent processes ⋮ Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data ⋮ A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data ⋮ SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES ⋮ Effect of dependence on stochastic measures of accuracy of density estimators ⋮ Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples

Cites Work

• Data-driven bandwidth choice for density estimation based on dependent data
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• A comparison of cross-validation techniques in density estimation
• A note on moment bounds for strong mixing sequences
• Asymptotic behaviors of some measures of accuracy in nonparametric curve estimation with dependent observations
• Moment inequalities for mixing sequences of random variables

This page was built for publication: A study on bandwidth selection in density estimation under dependence