A bandwidth selection for kernel density estimation of functions of random variables

Computational Statistics and Data Analysis

Volumn 47, Issue 1, 2004, Pages 49-62

  Mugdadi, A R ^a   Ahmad, Ibrahim A ^b  

^a Southern Illinois University   (United States)

^b UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

Bandwidth; Density estimation; Function of random variables; Kernel contrast

Indexed keywords

ASYMPTOTIC STABILITY; CURVE FITTING; MONTE CARLO METHODS; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION; PROBLEM SOLVING;

DENSITY ESTIMATION; FUNCTION OF RANDOM VARIABLES; KERNEL CONTRAST;

BANDWIDTH;

EID: 4544284119     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2003.10.013     Document Type: Article

References (12)

1. Ahmad I.A., Fan Y. Optimal bandwidth for kernel density estimators of functions of observations. Statist. Probab. Lett. 51:(3):2001;245-251.
2. Ahmad I.A., Mugdadi A.R. Testing Normality using kernel method. J. Nonparametric Statistics. 15:2003;273-288.
3. Ahmad I.A., Mugdadi A.R. Analysis of kernel density estimation of functions of random variables. J. Nonparametric Statistics. 15:2003;579-605.
4. Ahmad, I.A., Ran, I.S., 2003. Selection of smoothing parameters via kernel contrasts. Under revision.
5. Bowman A.W. An alternative method of cross-validation for the smoothing density estimates. Biometrika. 71:1984;353-360.
6. Frees E. Estimating densities of functions of observations. J. Amer. Statist. Assoc. 89:1994;17-525.
7. Hall P., Sheather S.J., Jones M.C., Marron J.S. On optimal data-based bandwidth selection in kernel density estimation. Biometrika. 78:1991;263-269.
8. Hall P., Marron J.S., Park B.U. Smoothed cross validation. Probab. Theory Related Field. 90:1992;149-173.
9. Jones M.C., Marron J.S., Sheather S.J. A brief survey of bandwidth selection for density estimation. J. Amer. Statist. Assoc. 91:1996;401-407.
10. Rudemo M. Empirical Choice of histograms and kernel density estimation. Scand. J. Statist. 9:1982;65-78.
11. Scott D.W., Terrel G.R. Biased and unbiased cross validation in density estimation. J. Amer. Statist. Assoc. 82:1987;1131-1146.
12. Sheather S.J., Jones M.C. A reliable data-based bandwidth selection method for kernel density estimation. J. Roy. Statist. Soc. B. 53:1991;683-690.