A hybrid bandwidth selection methodology for kernel density estimation

被引：21

作者：

Jiang, Min ^{[1
]}

Provost, Serge B. ^{[2
]}

机构：

[1] Stat Canada, Ottawa, ON K1A 0T6, Canada

[2] Univ Western Ontario, Dept Stat & Actuarial Sci, London, ON N6A 5B7, Canada

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2014年 / 84卷 / 03期

基金：

加拿大自然科学与工程研究理事会;

关键词：

density estimation; kernels; bandwidth selection; least-squares cross-validation; plug-in estimates; CROSS-VALIDATION; CHOICE;

D O I：

10.1080/00949655.2012.721366

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

A bandwidth selection method that combines the concept of least-squares cross-validation and the plug-in approach is being introduced in connection with kernel density estimation. A simulation study reveals that this hybrid methodology outperforms some commonly used bandwidth selection rules. It is shown that the proposed approach can also be readily employed in the context of variable kernel density estimation. We conclude with two illustrative examples.

引用

页码：614 / 627

页数：14

共 50 条

[41] Data based bandwidth selection in kernel density estimation with parametric start via kernel contrasts
Ahmad, IA
Ran, IS
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2004, 16 (06) : 841 - 877
[42] Recursive Kernel Density Estimation and Optimal Bandwidth Selection Under α: Mixing Data
Khardani, Salah
Slaoui, Yousri
[J]. JOURNAL OF STATISTICAL THEORY AND PRACTICE, 2019, 13 (02)
[43] Optimal bandwidth selection in kernel density estimation for continuous time dependent processes
El Heda, Khadijetou
Louani, Djamal
[J]. STATISTICS & PROBABILITY LETTERS, 2018, 138 : 9 - 19
[44] Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions
Henderson, Daniel J.
Papadopoulos, Alecos
Parmeter, Christopher F.
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2023, 93 (12) : 2110 - 2135
[45] ON OPTIMAL DATA-BASED BANDWIDTH SELECTION IN KERNEL DENSITY-ESTIMATION
HALL, P
SHEATHER, SJ
JONES, MC
MARRON, JS
[J]. BIOMETRIKA, 1991, 78 (02) : 263 - 269
[46] Recursive Kernel Density Estimation and Optimal Bandwidth Selection Under α: Mixing Data
Salah Khardani
Yousri Slaoui
[J]. Journal of Statistical Theory and Practice, 2019, 13
[47] BANDWIDTH SELECTION IN KERNEL DENSITY ESTIMATION: ORACLE INEQUALITIES AND ADAPTIVE MINIMAX OPTIMALITY
Goldenshluger, Alexander
Lepski, Oleg
[J]. ANNALS OF STATISTICS, 2011, 39 (03): : 1608 - 1632
[48] Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model
Bitseki Penda, S. Valere
Roche, Angelina
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2020, 32 (03) : 535 - 562
[49] BANDWIDTH SELECTION PROCEDURES FOR KERNEL DENSITY ESTIMATES
BEAN, S
TSOKOS, CP
[J]. COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1982, 11 (09): : 1045 - 1069
[50] Visual Bandwidth Selection for Kernel Density Maps
Krisp, Jukka M.
Peters, Stefan
Murphy, Christian E.
Fan, Hongchao
[J]. PHOTOGRAMMETRIE FERNERKUNDUNG GEOINFORMATION, 2009, (05): : 445 - 454

← 1 2 3 4 5 →