Exact and asymptotically optimal bandwidths for kernel estimation of density functionals

DOI10.1007/s11009-011-9243-xzbMath1274.62231OpenAlexW2105238802MaRDI QIDQ1930602

Carlos Tenreiro, José E. Chacón

Publication date: 11 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/43977

zbMATH Keywords

kernel estimatorDensity functionalexact optimal bandwidthnormal mixture densities

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (6)

Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach ⋮ Optimal bandwidth selection in kernel density estimation for continuous time dependent processes ⋮ Root \(n\) estimates of vectors of integrated density partial derivative functionals ⋮ A family of kernels and their associated deconvolving kernels for normally distributed measurement errors ⋮ A weighted least-squares cross-validation bandwidth selector for kernel density estimation ⋮ Efficient estimation of sensitivity indices

Uses Software

• KernSmooth

Cites Work

• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Estimation of integrated squared spectral density derivatives
• A simple adaptive estimator of the integrated square of a density
• Estimation of integrated squared density derivatives
• Exact mean integrated squared error
• Multivariate density estimation with general flat-top kernels of infinite order
• Estimation of integral functionals of a density and its derivatives
• On the asymptotic normality of multistage integrated density derivatives kernel estimators.
• Adaptive root \(n\) estimates of integrated squared density derivatives
• Uniform in Bandwidth Estimation of Integral Functionals of the Density Function
• On the Estimation of Functionals of the Probability Density and Its Derivatives
• On a Class of Non-Parametric Estimates of Non-Linear Functionals of Density
• On the rate of convergence of an estimate of a functional of a probability density
• Facts about the gaussian probability density function
• A note on kernel density estimation at a parametric rate†
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