Optimal bandwidths for kernel density estimators of functions of observations

DOI10.1016/S0167-7152(00)00136-XzbMath0965.62030OpenAlexW1964376596WikidataQ126470753 ScholiaQ126470753MaRDI QIDQ5934106

Ibrahim A. Ahmad, Yanqin Fan

Publication date: 31 July 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00136-x

zbMATH Keywords

functions of random variablesintegrated mean square errorkernel methodsoptimal bandwidths

Mathematics Subject Classification ID

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

Related Items (7)

Estimation of convolution in the model with noise ⋮ On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables ⋮ The Kernel distribution estimator of functions of random variables ⋮ A bandwidth selection for kernel density estimation of functions of random variables ⋮ Distribution estimation of a sum random variable from noisy samples ⋮ Analysis of kernel density estimation of functions of random variables ⋮ Fast nonparametric estimation for convolutions of densities

Uses Software

• KernSmooth
• pyuvdata

Cites Work

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• An automatic bandwidth selector for kernel density estimation
• Estimating Densities of Functions of Observations
• Root n Bandwidth Selectors for Kernel Estimation of Density Derivatives
• Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
• Spatial Price Competition: A Semiparametric Approach
• On Choosing a Delta-Sequence

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