Bandwidth selection in nonparametric density estimation under dependence: a simulation study

zbMath0942.62037MaRDI QIDQ1965935

Alejandro Quintela-del-Río, Ricardo Cao, Juan M. Vilar Fernández

Publication date: 2 March 2000

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

bootstrap estimationcross-validationbandwidth selectionkernel density estimationdependent data

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (3)

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 ⋮ Plug-in bandwidth selection in kernel hazard estimation from dependent data

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