Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions

DOI10.1016/0304-4149(91)90076-OzbMath0724.62084OpenAlexW2074476463WikidataQ61819916 ScholiaQ61819916MaRDI QIDQ758067

Maria Mori Brooks, James Stephen Marron

Publication date: 1991

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(91)90076-o

zbMATH Keywords

bandwidth selectionasymptotic optimalitynon-homogeneous Poisson processkernel intensity estimatorleast-squares cross-validation bandwidth

Mathematics Subject Classification ID

Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Confidence sets for the maximizers of intensity functions, BAYESIAN SELECTION OF LOCAL BANDWIDTH IN NON-HOMOGENEOUS POISSON PROCESS KERNEL ESTIMATORS FOR THE INTENSITY FUNCTION, Infill asymptotics for adaptive kernel estimators of spatial intensity, Bayesian Selection of Adaptive Bandwidth in Non-homogeneous Poisson Process Kernel Estimators for the Intensity Function, Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions, Infill asymptotics and bandwidth selection for kernel estimators of spatial intensity functions, Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates, Consistent Smooth Bootstrap Kernel Intensity Estimation for Inhomogeneous Spatial Poisson Point Processes

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