메뉴 건너뛰기
Journal of Time Series Analysis
Volumn 22, Issue 4, 2001, Pages 493-503
A bias correction for cross-validation bandwidth selection when a kernel estimate is based on dependent data
Author keywords

Bandwidth selection; Cross validation; Dependent data; Kernel estimate; Nonparametric density estimation
Indexed keywords

EID: 0040924369     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00237     Document Type: Article
Times cited : (9)
References (14)
  • 1
    • 0001889096 scopus 로고    scopus 로고
    • Nonparametric statistics for stochastic processes: Estimation and prediction
    • New York: Springer
    • BOSQ, D. (1996) Nonparametric Statistics for Stochastic Processes: Estimation and Prediction, Springer Lecture Notes in Statistics 110. New York: Springer.
    • (1996) Springer Lecture Notes in Statistics , vol.110
    • Bosq, D.1
  • 2
    • 0001245944 scopus 로고
    • An alternative method of cross-validation for the smoothing of density estimates
    • BOWMAN, A. (1984) An alternative method of cross-validation for the smoothing of density estimates. Biometrika 71, 353-60.
    • (1984) Biometrika , vol.71 , pp. 353-360
    • Bowman, A.1
  • 3
    • 38249043318 scopus 로고
    • On smoothed probability density estimation for stationary processes
    • CASTELLANA, J. V. and LEADBETTER, M. R. (1986) On smoothed probability density estimation for stationary processes. Stochastic Process. Appl. 21, 179-93.
    • (1986) Stochastic Process. Appl. , vol.21 , pp. 179-193
    • Castellana, J.V.1    Leadbetter, M.R.2
  • 4
    • 0011081065 scopus 로고
    • On bandwidth choice for density estimation with dependent data
    • HALL, P., LAHIRI, S. N. and TRUONG, Y. K. (1995) On bandwidth choice for density estimation with dependent data. Ann. Stat. 23, 2241-63.
    • (1995) Ann. Stat. , vol.23 , pp. 2241-2263
    • Hall, P.1    Lahiri, S.N.2    Truong, Y.K.3
  • 5
    • 3042990270 scopus 로고    scopus 로고
    • Some automated methods of smoothing time-dependent data
    • HART, J. D. (1996) Some automated methods of smoothing time-dependent data. J. Nonparametric Stat. 6, 115-42.
    • (1996) J. Nonparametric Stat. , vol.6 , pp. 115-142
    • Hart, J.D.1
  • 6
    • 0000272104 scopus 로고
    • Data-driven bandwidth choice for density estimation based on dependent data
    • _ and VIEU, P. (1990) Data-driven bandwidth choice for density estimation based on dependent data. Ann. Statist. 18, 873-90.
    • (1990) Ann. Statist. , vol.18 , pp. 873-890
    • Vieu, P.1
  • 7
    • 0000180203 scopus 로고
    • Kernel regression estimation using repeated measurements data
    • _ and WEHRLY, T. (1986) Kernel regression estimation using repeated measurements data. J. Am. Stat. Assoc. 81, 1080-88.
    • (1986) J. Am. Stat. Assoc. , vol.81 , pp. 1080-1088
    • Wehrly, T.1
  • 8
    • 0031569638 scopus 로고    scopus 로고
    • Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations
    • KIM, T. Y. and (1997) Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations. J. Stat. Plann. Inf. 59, 321-36.
    • (1997) J. Stat. Plann. Inf. , vol.59 , pp. 321-336
    • Kim, T.Y.1
  • 9
    • 0002369909 scopus 로고
    • Empirical choice of histograms and kernel density estimates
    • RUDEMO, M. (1982) Empirical choice of histograms and kernel density estimates. Scand. J. Stat. 9, 65-78.
    • (1982) Scand. J. Stat. , vol.9 , pp. 65-78
    • Rudemo, M.1
  • 10
    • 0040235608 scopus 로고
    • Technical Report 1995:1, Department of Mathematical Statistics, Lund University
    • RYCHLIK, I. and LINDGREN, G. (1995) Wave analysis toolbox - a tutorial. Technical Report 1995:1, Department of Mathematical Statistics, Lund University.
    • (1995) Wave Analysis Toolbox - A Tutorial
    • Rychlik, I.1    Lindgren, G.2
  • 12
    • 18144444994 scopus 로고    scopus 로고
    • On the asymptotic variance of the continuous-time kernel density estimator
    • _ and HÖSSJER, O. (1999) On the asymptotic variance of the continuous-time kernel density estimator. Stat. Probab. Lett., 44, 97-106.
    • (1999) Stat. Probab. Lett. , vol.44 , pp. 97-106
    • Hössjer, O.1
  • 13
    • 0001158445 scopus 로고
    • Quadratic errors for nonparametric estimates under dependence
    • VIEU, P. (1991) Quadratic errors for nonparametric estimates under dependence. J. Multivariate Anal. 39, 324-47.
    • (1991) J. Multivariate Anal. , vol.39 , pp. 324-347
    • Vieu, P.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.