Density estimation using bootstrap bandwidth selector

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• 作者：Arup Bose^a ; ^{bosearu@gmail.com} ; Santanu Dutta^b ; ^{tezpur1976@gmail.com}
• 关键词：62G07 ; 62G09 ; 62G20
• 刊名：Statistics and Probability Letters
• 出版年：2013
• 出版时间：January, 2013
• 年：2013
• 卷：83
• 期：1
• 页码：245-256
• 全文大小：904 K

文摘

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.