On the use of pilot estimators in bandwidth selection

DOI10.1080/10485259208832524zbMath1263.62059OpenAlexW1973071048MaRDI QIDQ3432308

Byeong U. Park, James Stephen Marron

Publication date: 16 April 2007

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259208832524

zbMATH Keywords

kernel density estimationsmoothed cross-validationBandwidth selector

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators, Comparison of bandwidth selectors in nonparametric regression under dependence, Local polynomial smoothing based on the Kaplan-Meier estimate, On estimating integrated squared spectral density derivatives, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), On the asymptotic normality of multistage integrated density derivatives kernel estimators., Optimized fixed-size kernel models for large data sets, Exact risk approaches to smoothing parameter selection, Nonparametric spatial prediction under stochastic sampling design, Improving Sheather and Jones’ bandwidth selector for difficult densities in kernel density estimation, A general and fast convergent bandwidth selection method of kernel estimator, Data-Based Choice of the Number of Pilot Stages for Plug-in Bandwidth Selection, Bandwidth selection for smooth backfitting in additive models, Asymptotically best bandwidth selectors in kernel density estimation

Cites Work

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• Estimation of integrated squared density derivatives
• On optimal data-based bandwidth selection in kernel density estimation