Fourier series-based direct plug-in bandwidth selectors for kernel density estimation

被引：19

作者：

Tenreiro, Carlos ^{[1
]}

机构：

[1] Univ Coimbra, Dept Math, CMUC, P-3001454 Coimbra, Portugal

来源：

JOURNAL OF NONPARAMETRIC STATISTICS | 2011年 / 23卷 / 02期

关键词：

bandwidth selection; kernel density estimation; direct plug-in method; Fourier series-based bandwidth selectors; INTEGRAL FUNCTIONALS; CROSS-VALIDATION; SQUARE; CHOICE;

D O I：

10.1080/10485252.2010.537337

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A class of Fourier series-based direct plug-in bandwidth selectors for kernel density estimation is considered in this paper. The proposed bandwidth estimators have a relative convergence rate n-1/2 whenever the underlying density is smooth enough and the simulation results testify that they present a very good finite sample performance against the most recommended bandwidth selection methods in the literature.

引用

页码：533 / 545

页数：13

共 50 条

[1] Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach
Tenreiro, Carlos
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2020, 90 (18) : 3433 - 3453
[2] Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection
Tenreiro, Carlos
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2022, 34 (02) : 377 - 406
[3] The shifted Chebyshev series-based plug-in for bandwidth selection in kernel density estimation
Klaichim, Soratja
Sinsomboonthong, Juthaphorn
Supapakorn, Thidaporn
[J]. COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2024, 31 (03)
[4] Plug-in bandwidth matrices for bivariate kernel density estimation
Duong, T
Hazelton, ML
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2003, 15 (01) : 17 - 30
[5] Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data
Chu, Chi-Yang
Henderson, Daniel J.
Parmeter, Christopher F.
[J]. ECONOMETRICS, 2015, 3 (02): : 199 - 214
[6] Local adaptivity of kernel estimates with plug-in local bandwidth selectors
Gijbels, I
Mammen, E
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 1998, 25 (03) : 503 - 520
[7] Bandwidth selectors for multivariate kernel density estimation
Duong, T
[J]. BULLETIN OF THE AUSTRALIAN MATHEMATICAL SOCIETY, 2005, 71 (02) : 351 - 352
[8] Plug-in bandwidth selector for the kernel relative density estimator
Elisa María Molanes-López
Ricardo Cao
[J]. Annals of the Institute of Statistical Mathematics, 2008, 60 : 273 - 300
[9] Plug-in bandwidth selector for the kernel relative density estimator
Maria Molanes-Lopez, Elisa
Cao, Ricardo
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2008, 60 (02) : 273 - 300
[10] Local bandwidth selectors for deconvolution kernel density estimation
Achilleas Achilleos
Aurore Delaigle
[J]. Statistics and Computing, 2012, 22 : 563 - 577

← 1 2 3 4 5 →