On the asymptotic normality of multistage integrated density derivatives kernel estimators.

DOI10.1016/S0167-7152(03)00176-7zbMath1113.62317OpenAlexW2010365017MaRDI QIDQ1423129

Carlos Tenreiro

Publication date: 14 February 2004

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00176-7

zbMATH Keywords

selectionBandwidthKernel estimatorAsymptotic normalityMultistage estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (6)

Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators ⋮ Exact and asymptotically optimal bandwidths for kernel estimation of density functionals ⋮ A weighted least-squares cross-validation bandwidth selector for kernel density estimation ⋮ Nonparametric confidence intervals for the integral of a function of an unknown density ⋮ Data-Based Choice of the Number of Pilot Stages for Plug-in Bandwidth Selection ⋮ On automatic kernel density estimate-based tests for goodness-of-fit

Uses Software

• KernSmooth

Cites Work

• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Estimation of integrated squared density derivatives
• Lower bounds for bandwidth selection in density estimation
• Best possibility constant for bandwidth selection
• The performance of kernel density functions in kernel distribution function estimation
• Multivariate locally weighted least squares regression
• Remarks on Some Nonparametric Estimates of a Density Function
• On optimal data-based bandwidth selection in kernel density estimation
• On the use of pilot estimators in bandwidth selection
• Multistage plug—in bandwidth selection for kernel distribution function estimates
• On Estimation of a Probability Density Function and Mode
• A Class of Statistics with Asymptotically Normal Distribution
• On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth
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