Minimum normal approximation error bandwidth selection for averaged derivatives.

DOI10.1016/S0378-4754(03)00120-4zbMath1058.62033MaRDI QIDQ1418603

Yoshihiko Nishiyama

Publication date: 14 January 2004

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

zbMATH Keywords

Bandwidth selectionHigher order asymptotic theoryMinimum normal approximation errorSemiparametric averaged derivatives

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

Cites Work

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• The Normal Approximation for Semiparametric Averaged Derivatives
• The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*

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