The Annals of Statistics

A Simple Root $n$ Bandwidth Selector

M. C. Jones, J. S. Marron, and B. U. Park

Full-text: Open access

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.

Article information

Source
Ann. Statist., Volume 19, Number 4 (1991), 1919-1932.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176348378

Digital Object Identifier
doi:10.1214/aos/1176348378

Mathematical Reviews number (MathSciNet)
MR1135156

Zentralblatt MATH identifier
0745.62033

JSTOR
links.jstor.org

Subjects
Primary: 62G05: Estimation

Keywords
Bandwidth factorization bandwidth selection density estimation kernel estimators rates of convergence smoothed cross-validation

Citation

Jones, M. C.; Marron, J. S.; Park, B. U. A Simple Root $n$ Bandwidth Selector. Ann. Statist. 19 (1991), no. 4, 1919--1932. doi:10.1214/aos/1176348378. https://projecteuclid.org/euclid.aos/1176348378


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