Fourier series-based direct plug-in bandwidth selectors for kernel density estimation

Detalhes bibliográficos
Autor(a) principal: Tenreiro, Carlos
Data de Publicação: 2011
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10316/43978
https://doi.org/10.1080/10485252.2010.537337
Resumo: A class of Fourier series based direct plug-in bandwidth selectors for kernel density estimation is considered in this paper. The proposed bandwidth estimators have a relative convergence rate $n^{-1/2}$ whenever the underlying density is smooth enough and the simulation results testify that they present a very good finite sample performance against the most recommended bandwidth selection methods in the literature.
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spelling Fourier series-based direct plug-in bandwidth selectors for kernel density estimationA class of Fourier series based direct plug-in bandwidth selectors for kernel density estimation is considered in this paper. The proposed bandwidth estimators have a relative convergence rate $n^{-1/2}$ whenever the underlying density is smooth enough and the simulation results testify that they present a very good finite sample performance against the most recommended bandwidth selection methods in the literature.2011info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10316/43978http://hdl.handle.net/10316/43978https://doi.org/10.1080/10485252.2010.537337enghttp://www.tandfonline.com/doi/abs/10.1080/10485252.2010.537337Tenreiro, Carlosinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2021-06-29T10:03:12Zoai:estudogeral.uc.pt:10316/43978Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T20:53:30.174147Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Fourier series-based direct plug-in bandwidth selectors for kernel density estimation
title Fourier series-based direct plug-in bandwidth selectors for kernel density estimation
spellingShingle Fourier series-based direct plug-in bandwidth selectors for kernel density estimation
Tenreiro, Carlos
title_short Fourier series-based direct plug-in bandwidth selectors for kernel density estimation
title_full Fourier series-based direct plug-in bandwidth selectors for kernel density estimation
title_fullStr Fourier series-based direct plug-in bandwidth selectors for kernel density estimation
title_full_unstemmed Fourier series-based direct plug-in bandwidth selectors for kernel density estimation
title_sort Fourier series-based direct plug-in bandwidth selectors for kernel density estimation
author Tenreiro, Carlos
author_facet Tenreiro, Carlos
author_role author
dc.contributor.author.fl_str_mv Tenreiro, Carlos
description A class of Fourier series based direct plug-in bandwidth selectors for kernel density estimation is considered in this paper. The proposed bandwidth estimators have a relative convergence rate $n^{-1/2}$ whenever the underlying density is smooth enough and the simulation results testify that they present a very good finite sample performance against the most recommended bandwidth selection methods in the literature.
publishDate 2011
dc.date.none.fl_str_mv 2011
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10316/43978
http://hdl.handle.net/10316/43978
https://doi.org/10.1080/10485252.2010.537337
url http://hdl.handle.net/10316/43978
https://doi.org/10.1080/10485252.2010.537337
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv http://www.tandfonline.com/doi/abs/10.1080/10485252.2010.537337
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