메뉴 건너뛰기




Volumn 37, Issue 2, 2009, Pages 249-265

Data-driven choice of the smoothing parametrization for kernel density estimators

Author keywords

Kernel density estimation; Relative efficiency; Smoothing parametrization

Indexed keywords


EID: 74049131897     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.1002/cjs.10016     Document Type: Article
Times cited : (23)

References (26)
  • 3
    • 0013297568 scopus 로고
    • Bootstrapping the mean integrated squared error
    • R. Cao (1993). Bootstrapping the mean integrated squared error. Journal of Multivariate Analysis, 45, 137-160.
    • (1993) Journal of Multivariate Analysis , vol.45 , pp. 137-160
    • Cao, R.1
  • 4
    • 0347870302 scopus 로고    scopus 로고
    • Relative efficiency of local bandwidths in kernel density estimation
    • R. Cao (2001). Relative efficiency of local bandwidths in kernel density estimation. Statistics, 35, 113-137.
    • (2001) Statistics , vol.35 , pp. 113-137
    • Cao, R.1
  • 6
    • 34247583880 scopus 로고    scopus 로고
    • On the existence and limit behavior of the optimal bandwidth in kernel density estimation
    • J. E. Chacón, J. Montanero, A. G. Nogales & P. Pérez (2007). On the existence and limit behavior of the optimal bandwidth in kernel density estimation. Statistica Sinica, 17, 289-300.
    • (2007) Statistica Sinica , vol.17 , pp. 289-300
    • Chacón, J.E.1    Montanero, J.2    Nogales, A.G.3    Pérez, P.4
  • 9
    • 0037292632 scopus 로고    scopus 로고
    • Plug-in bandwidth matrices for bivariate kernel density estimation
    • T. Duong & M. L. Hazelton (2003). Plug-in bandwidth matrices for bivariate kernel density estimation. Journal of Nonparametric Statistics, 15, 17-30.
    • (2003) Journal of Nonparametric Statistics , vol.15 , pp. 17-30
    • Duong, T.1    Hazelton, M.L.2
  • 10
    • 14644411130 scopus 로고    scopus 로고
    • Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
    • T. Duong & M. L. Hazelton (2005a). Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation. Journal of Multivariate Analysis, 93, 417-433.
    • (2005) Journal of Multivariate Analysis , vol.93 , pp. 417-433
    • Duong, T.1    Hazelton, M.L.2
  • 11
    • 24344494438 scopus 로고    scopus 로고
    • Cross-validation bandwidth matrices for multivariate kernel density estimation
    • T. Duong & M. L. Hazelton (2005b). Cross-validation bandwidth matrices for multivariate kernel density estimation. Scandinavian Journal of Statistics, 32, 485-506.
    • (2005) Scandinavian Journal of Statistics , vol.32 , pp. 485-506
    • Duong, T.1    Hazelton, M.L.2
  • 12
    • 0000665083 scopus 로고
    • Non-parametric estimation of a multivariate probability density
    • V. A. Epanechnikov (1969). Non-parametric estimation of a multivariate probability density. Theory of Probability and its Applications, 14, 153-158.
    • (1969) Theory of Probability and Its Applications , vol.14 , pp. 153-158
    • Epanechnikov, V.A.1
  • 13
    • 0000155686 scopus 로고
    • Extent to which least-squares cross-validation minimises integrated squared error in nonparametric density estimation
    • P. Hall & J. S. Marron (1987). Extent to which least-squares cross-validation minimises integrated squared error in nonparametric density estimation. Probability Theory and Related Fields, 74, 567-581.
    • (1987) Probability Theory and Related Fields , vol.74 , pp. 567-581
    • Hall, P.1    Marron, J.S.2
  • 15
    • 0039280767 scopus 로고
    • Bootstrap bandwidth selection
    • LePage, R., & Billard, L., editors. Wiley, New York
    • J. S. Marron (1992). Bootstrap bandwidth selection. In Exploring the limits of bootstrap, LePage, R., & Billard, L., editors. Wiley, New York, pp. 249-262.
    • (1992) Exploring the Limits of Bootstrap , pp. 249-262
    • Marron, J.S.1
  • 16
    • 0001366850 scopus 로고
    • Exact mean integrated squared error
    • J. S. Marron & M. P. Wand (1992). Exact mean integrated squared error. Annals of Statistics, 20, 712-736.
    • (1992) Annals of Statistics , vol.20 , pp. 712-736
    • Marron, J.S.1    Wand, M.P.2
  • 21
    • 0001048793 scopus 로고
    • An asymptotically optimal window selection rule for kernel density estimates
    • C. J. Stone (1984). An asymptotically optimal window selection rule for kernel density estimates. Annals of Statistics, 12, 1285-1297.
    • (1984) Annals of Statistics , vol.12 , pp. 1285-1297
    • Stone, C.J.1
  • 22
    • 84963160122 scopus 로고
    • Error analysis for general multivariate kernel estimators
    • M. P. Wand (1992). Error analysis for general multivariate kernel estimators. Journal of Nonparametric Statistics, 2, 2-15.
    • (1992) Journal of Nonparametric Statistics , vol.2 , pp. 2-15
    • Wand, M.P.1
  • 23
    • 21144474248 scopus 로고
    • Comparison of smoothing parametrizations in bivariate kernel density estimation
    • M. P. Wand & M. C. Jones (1993). Comparison of smoothing parametrizations in bivariate kernel density estimation. Journal of American Statistical Association, 88, 520-528.
    • (1993) Journal of American Statistical Association , vol.88 , pp. 520-528
    • Wand, M.P.1    Jones, M.C.2
  • 24
    • 21344497986 scopus 로고
    • Multivariate plug-in bandwidth selection
    • M. P. Wand & M. C. Jones (1994). Multivariate plug-in bandwidth selection. Computational Statistics, 9, 97-117.
    • (1994) Computational Statistics , vol.9 , pp. 97-117
    • Wand, M.P.1    Jones, M.C.2
  • 26
    • 4043156394 scopus 로고    scopus 로고
    • Root n bandwidths selectors in multivariate kernel density estimation
    • T. J. Wu & M. H. Tsai (2004). Root n bandwidths selectors in multivariate kernel density estimation. Probability Theory and Related Fields, 129, 537-558.
    • (2004) Probability Theory and Related Fields , vol.129 , pp. 537-558
    • Wu, T.J.1    Tsai, M.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.