Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications

DOI10.1111/insr.12276OpenAlexW2810690022MaRDI QIDQ6086610

No author found.

Publication date: 10 November 2023

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/insr.12276

zbMATH Keywords

bandwidth selectionkernel density estimationsubsamplingindirect cross-validationlinear extrapolationbivariate density

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bagging predictors
• Evaluation of Trace Evidence in the Form of Multivariate Data
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Estimation of integrated squared density derivatives
• On Kullback-Leibler loss and density estimation
• Smoothed cross-validation
• Exact mean integrated squared error
• Asymptotics for least squares cross-validation bandwidths in nonsmooth cases
• Improving cross-validated bandwidth selection using subsampling-extrapolation techniques
• Multivariate plug-in bandwidth selection
• Bandwidth selection: Classical or plug-in?
• A Brief Survey of Bandwidth Selection for Density Estimation
• Statistical Analysis of Financial Data in S-Plus
• Reducing variability of crossvalidation for smoothing-parameter choice
• Biased and Unbiased Cross-Validation in Density Estimation
• Cross-Validation of Multivariate Densities
• Plug-in bandwidth matrices for bivariate kernel density estimation
• Multivariate Density Estimation
• Indirect Cross-Validation for Density Estimation
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation

This page was built for publication: Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications