A data-based algorithm for choosing the window width when estimating the density at a point

DOI10.1016/0167-9473(83)90097-XzbMath0559.62033OpenAlexW2015746976MaRDI QIDQ2266315

Yanyan Li

Publication date: 1983

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(83)90097-x

zbMATH Keywords

kernel estimatorsmoothing parameterdensity estimatorwindow widthdata-based algorithm

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Related Items (18)

Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model ⋮ Comparison of bandwidth selectors in nonparametric regression under dependence ⋮ Evaluation of kernel density estimation methods for daily precipitation resampling ⋮ A plug-in technique in nonparametric regression with dependence ⋮ A plug-in rule for bandwidth selection in circular density estimation ⋮ Some automated methods of smoothing time-dependent data ⋮ A computational strategy for doubly smoothed MLE exemplified in the normal mixture model ⋮ Optimal rates for local bandwidth selection ⋮ Relative efficiency of local bandwidths in kernel density estimation^∗ ⋮ Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence ⋮ A Review of Nonparametric Time Series Analysis ⋮ Testing for multimodality ⋮ On nonparametric local inference for density estimation ⋮ Local Smoothing Using the Bootstrap ⋮ Local bandwidth selectors for deconvolution kernel density estimation ⋮ A new non parametric estimator for Pdf based on inverse gamma distribution ⋮ An optimal local bandwidth selector for kernel density estimation ⋮ An assessment of finite sample performance of adaptive methods in density estimation

Cites Work

• Asymptotically optimum kernels for density estimation at a point
• Weak convergence and efficient density estimation at a point
• Remarks on Some Nonparametric Estimates of a Density Function
• AN ESTIMATE OF THE ASYMPTOTIC STANDARD ERROR OF THE SAMPLE MEDIAN
• Monte Carlo Study of Three Data-Based Nonparametric Probability Density Estimators
• On Estimation of a Probability Density Function and Mode
• Unnamed Item

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