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Universal smoothing factor selection in density estimation: theory and practice Author info | Abstract | Publisher info | Download info | Related research | Statistics Duc Devroye ()
J. Beirlant
R. Cao
R. Fraiman
P. Hall
M. Jones
Gábor Lugosi
E. Mammen
J. Marron
C. Sánchez-Sellero
J. Uña
F. Udina
L. Devroye
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Article provided by Springer in its journal Test .
Volume (Year): 6 (1997)
Issue (Month): 2 (December)
Pages: 223-320
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Handle: RePEc:spr:testjl:v:6:y:1997:i:2:p:223-320Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=120411
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).
Keywords: Density estimation ; kernel estimate ; convergence ; smoothing factor ; minimum distance estimate ; asymptotic optimality ; simulation study ; 62G05 ; References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
PARK , Byeong & TURLACH, Berwin, 1992.
"Practical performance of several data driven bandwidth selectors ,"
CORE Discussion Papers
1992005, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Wand, M. P. & Devroye, Luc, 1993.
"How easy is a given density to estimate? ,"
Computational Statistics & Data Analysis ,
Elsevier, vol. 16(3), pages 311-323, September.
[Downloadable!] (restricted)
Kim, W. C. & Park, B. U. & Marron, J. S., 1994.
"Asymptotically best bandwidth selectors in kernel density estimation ,"
Statistics & Probability Letters ,
Elsevier, vol. 19(2), pages 119-127, January.
[Downloadable!] (restricted)
Mammen, Enno, 1990.
"A short note on optimal bandwidth selection for kernel estimators ,"
Statistics & Probability Letters ,
Elsevier, vol. 9(1), pages 23-25, January.
[Downloadable!] (restricted)
Jones, M. C. & Sheather, S. J., 1991.
"Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives ,"
Statistics & Probability Letters ,
Elsevier, vol. 11(6), pages 511-514, June.
[Downloadable!] (restricted)
Devroye, Luc, 1994.
"On the non-consistency of an estimate of Chiu ,"
Statistics & Probability Letters ,
Elsevier, vol. 20(3), pages 183-188, June.
[Downloadable!] (restricted)
Devroye, Luc, 1989.
"A universal lower bound for the kernel estimate ,"
Statistics & Probability Letters ,
Elsevier, vol. 8(5), pages 419-423, October.
[Downloadable!] (restricted)
Daren Cline, 1990.
"Optimal kernel estimation of densities ,"
Annals of the Institute of Statistical Mathematics ,
Springer, vol. 42(2), pages 287-303, June.
[Downloadable!] (restricted)
Hall, Peter, 1990.
"Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems ,"
Journal of Multivariate Analysis ,
Elsevier, vol. 32(2), pages 177-203, February.
[Downloadable!] (restricted)
L. Yang & S. Marron, .
"Iterated Transformation-Kernel Density Estimation ,"
Sonderforschungsbereich 373
1997-6, Humboldt Universitaet Berlin.
L. Yang, .
"Root-n Convergent Transformation-Kernel Density Estimation ,"
Sonderforschungsbereich 373
1996-94, Humboldt Universitaet Berlin.
Jones, M. C., 1991.
"The roles of ISE and MISE in density estimation ,"
Statistics & Probability Letters ,
Elsevier, vol. 12(1), pages 51-56, July.
[Downloadable!] (restricted)
O. V. Lepskii & E. Mammen & V. G. Spokoiny, .
"Optimal Spatial Adaptation to Inhomogeneous Smoothness: an Approach Based on Kernel Estimates with Variable Bandwidth Selectors ,"
Sonderforschungsbereich 373
1995-3, Humboldt Universitaet Berlin.
Cao, Ricardo & Cuevas, Antonio & Gonzalez Manteiga, Wensceslao, 1994.
"A comparative study of several smoothing methods in density estimation ,"
Computational Statistics & Data Analysis ,
Elsevier, vol. 17(2), pages 153-176, February.
[Downloadable!] (restricted)
Marron, J. S., 1989.
"Comments on a data based bandwidth selector ,"
Computational Statistics & Data Analysis ,
Elsevier, vol. 8(2), pages 155-170, July.
[Downloadable!] (restricted)
Marron, J S, 1988.
"Automatic Smoothing Parameter Selection: A Survey ,"
Empirical Economics ,
Springer, vol. 13(3/4), pages 187-208.
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Luc Devroye & Gábor Lugosi & Frederic Udina, 1998.
"Inequalities for a New Data-Based Method for Selecting Nonparametric Density Estimates ,"
Economics Working Papers
281, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Luc Devroye & Gábor Lugosi, 1998.
"Variable Kernel Estimates: On the Impossibility of Tuning the Parameters ,"
Economics Working Papers
325, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
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