Multistage plug—in bandwidth selection for kernel distribution function estimates

DOI10.1080/00949650008811990zbMath0957.62031OpenAlexW2051940213MaRDI QIDQ4493702

Edsel R. Baker, Alan M. Polansky

Publication date: 29 March 2001

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650008811990

zbMATH Keywords

smoothingsquared error losssurvival functionkernel estimatornormal reference ruleplug-in ruleoversmoothing bandwith

Mathematics Subject Classification ID

Density estimation (62G07)

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Uses Software

• KernSmooth

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
• Bandwidth selection for kernel density estimation
• Exact mean integrated squared error
• The performance of kernel density functions in kernel distribution function estimation
• Bandwidth selection for kernel distribution function estimation
• Smoothing parameter selection for smooth distribution functions
• Nonparametric estimates of distribution functions
• Approximation Theorems of Mathematical Statistics
• An iterative bandwidth selector for kernel estimation of densities and their derivatives
• Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
• Bandwith selection for the smoothing of distribution functions
• Note on the minimum mean integrated squared error of kernel estimates of a distribution function and its derivatives
• Some New Estimates for Distribution Functions
• On Choosing a Delta-Sequence

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