A note on kernel density estimators with optimal bandwidths

Statistics and Probability Letters

Volumn 54, Issue 2, 2001, Pages 153-159

  Hjort, Nils Lid ^a   Walker, Stephen G ^a  

^a UNIVERSITY OF BATH   (United Kingdom)

Author keywords

Asymptotics; Bandwidth; Confidence interval; Empirical distribution function

Indexed keywords

EID: 0042850809     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00027-X     Document Type: Article

References (6)

1. Bowman, A., Hall, P., Prvan, T., 1998. Bandwidth selection for the smoothing of distribution functions. Biometrika 85, 799-808.
2. Glad, I.K., Hjort, N.L., Ushakov, N.G., 1999. Upper bounds of mean integrated squared error for kernel density estimation, Statistical Research Report, Department of Mathematics, University of Oslo.
3. Parzen E. On the estimation of a probability density function and the mode. Ann. Math. Statist. 33:1962;1065-1076.
4. Scott D.W. Multivariate Density Estimation: Theory, Practice and Vizualization. 1992;Wiley, New York.
5. Silverman B.W. Density Estimation for Statistics and Data Analysis. 1986;Chapman and Hall, London.
6. Wand M.P., Jones M.C. Kernel Smoothing. 1995;Chapman and Hall, London.