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On local bootstrap bandwidth choice in kernel density estimation
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Klaus Ziegler
Veröffentlicht/Copyright:
25. September 2009
Under mild regularity conditions, it is shown that bandwidth selection by minimizing the bootstrapped mean squared error (at a point x) leads to a bandwidth of the same form as that obtained by a consistent plug-in procedure. The consequences of this observation for the construction of confidence intervals are also discussed.
Keywords: kernel density estimation; bandwidth selection; plug-in; bootstrapping; mean squared error
:
Received: 2003-July-7
Accepted: 2006-April-25
Published Online: 2009-09-25
Published in Print: 2006-12
© Oldenbourg Wissenschaftsverlag
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- Statistical inference on graphs
- Estimating market risk with neural networks
- On Markovian short rates in term structure models driven by jump-diffusion processes
- Robust multivariate location estimation, admissibility, and shrinkage phenomenon
- On local bootstrap bandwidth choice in kernel density estimation
- Correction note: On the optimal risk allocation problem
Schlagwörter für diesen Artikel
kernel density estimation;
bandwidth selection;
plug-in;
bootstrapping;
mean squared error
Artikel in diesem Heft
- Statistical inference on graphs
- Estimating market risk with neural networks
- On Markovian short rates in term structure models driven by jump-diffusion processes
- Robust multivariate location estimation, admissibility, and shrinkage phenomenon
- On local bootstrap bandwidth choice in kernel density estimation
- Correction note: On the optimal risk allocation problem
