The influence function of the optimal bandwidth for kernel density estimation

DOI10.1080/03610926.2014.1000501zbMath1360.62161OpenAlexW2530301037MaRDI QIDQ2980121

Ro Jin Pak

Publication date: 27 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.1000501

zbMATH Keywords

bandwidthinfluence functionkernel density estimatormean integrated squared error

Mathematics Subject Classification ID

Density estimation (62G07)

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Cites Work

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• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Estimation of integrated squared density derivatives
• Best possibility constant for bandwidth selection
• Asymptotically best bandwidth selectors in kernel density estimation
• A comparison of related density-based minimum divergence estimators
• On optimal data-based bandwidth selection in kernel density estimation
• A new infinitesimal approach to robust estimation
• On Estimation of a Probability Density Function and Mode

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