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.
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.
| Item Type: |
Journal Article
|
| Copyright Holders: |
1991 Institute of Mathematical Statistics |
| ISSN: |
0090-5364 |
| External 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/Department: |
Mathematics, Computing and Technology > Mathematics and Statistics |
| Item ID: |
28314 |
| Depositing User: |
Sarah Frain
|
| Date Deposited: |
17 Mar 2011 12:33 |
| Last Modified: |
17 Mar 2011 12:33 |
| URI: |
http://oro.open.ac.uk/id/eprint/28314 |
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