Bayesian approach to the choice of smoothing parameter in kernel density estimation

Journal of Nonparametric Statistics

Volumn 14, Issue 6, 2002, Pages 655-664

  Gangopadhyay, Ashis K ^a   Cheung, Kin N ^a  

^a Boston University   (United States)

Author keywords

Bandwidth; Kernel density estimator

Indexed keywords

EID: 0036906167     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485250215320     Document Type: Article

References (9)

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3. Fan, J., Hall, P., Martin, M. and Patil, P. (1996). On local smoothing of nonparametric curve estimators. JASA, 91, 258-266.
4. Park, B.U. and Marron, J.S. (1990). Comparison of data-driven bandwidth selectors. JASA, 85, 66-72.
5. Rodemo, M. (1982). Empirical choice of histograms and kernel density estimators. Scand. J. Statist., 9, 65-78.
6. Scott, D.W. and Terrell, G.R. (1987). Biased and unbiased cross-validation in density estimation. JASA, 82, 1131-1146.
7. Silverman, B.W. (1985). Density Estimation for Statistics and Data Analysis. Chapman and Hall, London.
8. Stone, C.J. (1984). An asymptotically optimal window selection rule for kernel density estimates. Ann. Statist., 12, 1285-1297.
9. Vanucci, M. (1997). Nonparametric Density Estimation using Wavelets. Discussion Paper, 95-26, ISDS, Duke University, USA.