Improving Sheather and Jones’ bandwidth selector for difficult densities in kernel density estimation

DOI10.1080/10485250903194003zbMath1264.62029OpenAlexW2057117604MaRDI QIDQ5189262

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Publication date: 15 March 2010

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

Full work available at URL: https://doi.org/10.1080/10485250903194003

zbMATH Keywords

Marron and Wand densitiesmean-integrated squared errorsolve-the-equation plug-in

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Uses Software

• R

Cites Work

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• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Exact mean integrated squared error
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• Density estimation
• A Brief Survey of Bandwidth Selection for Density Estimation
• Statistical Analysis of Financial Data in S-Plus
• On optimal data-based bandwidth selection in kernel density estimation
• On the use of pilot estimators in bandwidth selection
• Biased and Unbiased Cross-Validation in Density Estimation
• Asymptotic Statistics

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