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

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