Estimation of the MISE and the optimal bandwidth vector of a product kernel density estimate

DOI10.1016/j.jspi.2010.11.032zbMath1207.62078OpenAlexW1973287191MaRDI QIDQ629117

Santanu Dutta

Publication date: 8 March 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.11.032

zbMATH Keywords

MISEoptimal bandwidthsmooth bootstrapcross-validation estimatorproduct kernel density estimator

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items

Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths ⋮ Consistency of multivariate density estimators using random bandwidths

Uses Software

• KernSmooth
• pyuvdata

Cites Work

• Unnamed Item
• Exact mean integrated squared error
• Bootstrap choice of the smoothing parameter in kernel density estimation
• Cross-Validation of Multivariate Densities
• Plug-in bandwidth matrices for bivariate kernel density estimation
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation