A SIMPLE ROOT N BANDWIDTH SELECTOR

• 成果类型: Article
• 署名作者: JONES, MC; MARRON, JS; PARK, BU
• 署名单位: Seoul National University (SNU); International Business Machines (IBM); IBM USA; University of North Carolina; University of North Carolina Chapel Hill
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348378
• 发表日期: 1991
• 页码: 1919-1932
• 关键词: DENSITY-ESTIMATION; Cross-validation

摘要

The asymptotically best bandwidth selectors for a kernel density estimator currently require the use of either unappealing higher order kernel pilot estimators or related Fourier transform methods. The point of this paper is to present a methodology which allows the fastest possible rate of convergence with the use of only nonnegative kernel estimators at all stages of the selection process. The essential idea is derived through careful study of factorizations of the pilot bandwidth in terms of the original bandwidth.