An automatic bandwidth selector for kernel density estimation

DOI10.1093/biomet/79.4.771zbMath0764.62034OpenAlexW2081825569MaRDI QIDQ4037728

Shean-Tsong Chiu

Publication date: 16 May 1993

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/79.4.771

zbMATH Keywords

mean integrated squared errorkernel density estimationsimulation studiescut-off frequencyrelative convergence ratesample characteristic functionbandwidth estimatorbias termgeneralization of cross-validation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (14)

On the non-consistency of an estimate of Chiu ⋮ Bandwidth selection for kernel density estimation: a review of fully automatic selectors ⋮ Root n bandwidths selectors in multivariate kernel density estimation ⋮ A variable bandwidth selector in multivariate kernel density estimation ⋮ Fourier methods for smooth distribution function estimation ⋮ Bandwidth selection for local linear regression ⋮ Fourier series-based direct plug-in bandwidth selectors for kernel density estimation ⋮ Probability density function estimation with the frequency polygon transform ⋮ Optimal bandwidths for kernel density estimators of functions of observations ⋮ A general and fast convergent bandwidth selection method of kernel estimator ⋮ Root \(n\) estimates of vectors of integrated density partial derivative functionals ⋮ Kernel estimations for multivariate density functional with bootstrap ⋮ Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density ⋮ Modeling Insurance Claims with Extreme Observations: Transformed Kernel Density and Generalized Lambda Distribution

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