Density estimation using bootstrap bandwidth selector

Bose, Arup ; Dutta, Santanu (2013) Density estimation using bootstrap bandwidth selector Statistics & Probability Letters, 83 (1). pp. 245-256. ISSN 0167-7152

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Official URL: http://doi.org/10.1016/j.spl.2012.08.027

Related URL: http://dx.doi.org/10.1016/j.spl.2012.08.027

Abstract

Smoothing methods for density estimators struggle when the shape of the reference density differs markedly from the actual density. We propose a bootstrap bandwidth selector where no reference distribution is used. It performs reliably in difficult cases and asymptotically outperforms well known automatic bandwidths.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
ID Code:135050
Deposited On:18 Jan 2023 08:56
Last Modified:18 Jan 2023 08:56

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