A simple root n bandwidth selector

Jones, M. C.; Marron, J. S. and Park, B. U. (1991). A simple root n bandwidth selector. Annals of Statistics, 19(4) pp. 1919–1932.

DOI: https://doi.org/10.1214/aos/1176348378

Abstract

The asymptotically best bandwidth selectors for a kernel density estimator currently require the use of either unappealing higher order kernel pilot estimators or related Fourier transform methods. The point of this paper is to present a methodology which allows the fastest possible rate of convergence with the use of only nonnegative kernel estimators at all stages of the selection process. The essential idea is derived through careful study of factorizations of the pilot bandwidth in terms of the original bandwidth.

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About

• Item ORO ID
• 28314
• Item Type
• Journal Item
• ISSN
• 0090-5364
• Project Funding Details

• Funded Project Name	Project ID	Funding Body
  Not Set	Not Set	NSF Grant DMS-89-02973
  Not Set	Not Set	Korean Science and Engineering Foundation

• Keywords
• bandwidth factorization; bandwidth selection; density estimation; kernel estimators; rates of convergence; smoothed cross-validation
• Academic Unit or School
• Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
  Faculty of Science, Technology, Engineering and Mathematics (STEM)
• Copyright Holders
• © 1991 Institute of Mathematical Statistics
• Depositing User
• Sarah Frain