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Engel, Joachim; Herrmann, Eva; Gasser, Theo (1994). An iterative bandwidth selector for kernel estimation of densities and their derivatives. Journal of Nonparametric Statistics, 4(1):21-34.
A bandwidth selection rule which proved to be useful and effective for nonparametric kernel regression is modified to be suitable for estimation of a density and its derivatives. Various versions of the rule are considered. Theoretical properties are derived. A simulation study compares its finite-sample behavior with that of other bandwidth selectors.
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 04 Faculty of Medicine > Epidemiology, Biostatistics and Prevention Institute (EBPI) |
| Dewey Decimal Classification: | 610 Medicine & health |
| Scopus Subject Areas: | Physical Sciences > Statistics and Probability
Social Sciences & Humanities > Statistics, Probability and Uncertainty |
| Language: | English |
| Date: | 1994 |
| Deposited On: | 19 Aug 2015 12:40 |
| Last Modified: | 08 Nov 2024 04:37 |
| Publisher: | Taylor & Francis |
| ISSN: | 1026-7654 |
| OA Status: | Closed |
| Publisher DOI: | https://doi.org/10.1080/10485259408832598 |
Engel, Joachim