Improving bandwidth selection methods by adding quantitative constraints
type: Item
instance of: scholarly article
title: Improving bandwidth selection methods by adding quantitative constraints
zbMATH Open document ID: 1063.62046
DOI: 10.1007/BF03372106
author: Andreas Futschik
author: Bertoin R. Clarke
published in: Computational Statistics
publication date: 2005-05-20T00:00:00Z
review text: In the context of kernel density estimation the authors propose to combine automatic bandwidth selection rules aiming at the minimization of a loss criterion with constraints on the search space derived from qualitative considerations. They focus on the cross-validation method of bandwidth and propose to derive constraints on bandwidths from reasonable bounds for the number of modes of the underling density. Theoretical properties of the chosen bounds are given. Results of simulation studies, which demonstrate improvement of the mean integrated squared errors of the kernel density estimation, are discussed.
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 2169419
zbMATH Keywords: density estimation
zbMATH Keywords: kernel estimation
zbMATH Keywords: bandwidth selection
zbMATH Keywords: number of modes
zbMATH Keywords: cross-validation
MaRDI profile type: Publication
cites work: Q4869734
cites work: Estimation of unimodal densities without smoothness assumptions
cites work: Q4869740
cites work: Q3973910
cites work: On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions
cites work: Maximum likelihood estimation of smooth monotone and unimodal densities.
cites work: Estimation de densités unimodales
cites work: Progress in data-based bandwidth selection for kernel density estimation
cites work: A Brief Survey of Bandwidth Selection for Density Estimation
cites work: The shape of kernel density estimates in higher dimensions
cites work: Q5624248
cites work: Local Regression and Likelihood
cites work: Bandwidth selection: Classical or plug-in?
cites work: Some asymptotics for multimodality tests based on kernel density estimates
cites work: Q4039968
cites work: Q3966924
cites work: A Note on Estimating a Unimodal Density
cites work: Maximum Likelihood Estimation of a Unimodal Density Function
cites work: Maximum Likelihood Estimation of a Unimodal Density, II
full work available at URL: https://doi.org/10.1007/bf03372106
OpenAlex ID: W933192553
description: scientific article; zbMATH DE number 2169419