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Plug-in bandwidth selector for the kernel relative density estimator

✍ Scribed by Elisa María Molanes-López; Ricardo Cao


Publisher
Springer Japan
Year
2007
Tongue
English
Weight
416 KB
Volume
60
Category
Article
ISSN
0020-3157

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📜 SIMILAR VOLUMES


Asymptotically optimal bandwidth selecti
✍ Tae Yoon Kim 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 869 KB

With mild restrictions placed on the kernel, kernel estimates of an unknown multivariatc density are investigated when the observed data are dependent. A modified cross validation rule, the simple 'leave-(2P + 1)-o&' version of simple cross validation, is considered for bandwidth selection. Under th