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Bandwidth selection in kernel density estimation: a rewiew

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  • Berwin A. TURLACH

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  • Berwin A. TURLACH, "undated". "Bandwidth selection in kernel density estimation: a rewiew," Statistic und Oekonometrie 9307, Humboldt Universitaet Berlin.
  • Handle: RePEc:wop:humbse:9307
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    References listed on IDEAS

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    1. Marron, J. S., 1989. "Comments on a data based bandwidth selector," Computational Statistics & Data Analysis, Elsevier, vol. 8(2), pages 155-170, July.
    2. 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).
    3. Marron, J S, 1988. "Automatic Smoothing Parameter Selection: A Survey," Empirical Economics, Springer, vol. 13(3/4), pages 187-208.
    4. Hall, Peter & Marron, J. S., 1987. "Estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 109-115, November.
    5. N/A, 1989. "Comments," ILR Review, Cornell University, ILR School, vol. 43(1), pages 89-102, October.
    6. 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.
    7. Berwin A. TURLACH:, "undated". "Discretization methods for average derivative estimation," Statistic und Oekonometrie 9306, Humboldt Universitaet Berlin.
    8. Mammen, Enno, 1990. "A short note on optimal bandwidth selection for kernel estimators," Statistics & Probability Letters, Elsevier, vol. 9(1), pages 23-25, January.
    9. Jones, M. C., 1991. "The roles of ISE and MISE in density estimation," Statistics & Probability Letters, Elsevier, vol. 12(1), pages 51-56, July.
    10. Kooperberg, Charles & Stone, Charles J., 1991. "A study of logspline density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 12(3), pages 327-347, November.
    11. Hall, Peter & Wand, Matthew P., 1988. "On the minimization of absolute distance in kernel density estimation," Statistics & Probability Letters, Elsevier, vol. 6(5), pages 311-314, April.
    12. HARDLE, Wolfgang & SCOTT, David, 1990. "Smoothing by weighted averaging of rounded points," CORE Discussion Papers 1990040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    13. Park, B. & Kim, W. & Marron, J., 1991. "Asymptotically Best Bandwidth Selectors in Kernel Density Estimation," CORE Discussion Papers 1991054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    14. Hardle, W. & Marron, J.S. & Wand, Mp., "undated". "Bandwith choice for density derivatives," CORE Discussion Papers RP 945, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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    Cited by:

    1. Mihaly Ormos & David Zibriczky, 2015. "Entropy-Based Financial Asset Pricing," Papers 1501.01155, arXiv.org.
    2. Wang, Qing & Lindsay, Bruce G., 2015. "Improving cross-validated bandwidth selection using subsampling-extrapolation techniques," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 51-71.
    3. Subbiah, Mohan & Fabozzi, Frank J., 2016. "Hedge fund allocation: Evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 189-201.
    4. Wheatley, Spencer & Filimonov, Vladimir & Sornette, Didier, 2016. "The Hawkes process with renewal immigration & its estimation with an EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 120-135.

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