IDEAS home Printed from https://ideas.repec.org/a/bla/scjsta/v35y2008i1p139-157.html
   My bibliography  Save this article

Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth

Author

Listed:
  • JOSÉ E. CHACÓN
  • JESÚS MONTANERO
  • AGUSTÍN G. NOGALES

Abstract

. The problem of choosing the bandwidth h for kernel density estimation is considered. All the plug‐in‐type bandwidth selection methods require the use of a pilot bandwidth g. The usual way to make an h‐dependent choice of g is by obtaining their asymptotic expressions separately and solving the two equations. In contrast, we obtain the asymptotically optimal value of g for every fixed h, thus making our selection ‘less asymptotic’. Exact error expressions show that some usually assumed hypotheses have to be discarded in the asymptotic study in this case. Two versions of a new bandwidth selector based on this idea are proposed, and their properties are analysed through theoretical results and a simulation study.

Suggested Citation

  • José E. Chacón & Jesús Montanero & Agustín G. Nogales, 2008. "Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(1), pages 139-157, March.
    • Handle: RePEc:bla:scjsta:v:35:y:2008:i:1:p:139-157
    DOI: 10.1111/j.1467-9469.2007.00565.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9469.2007.00565.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9469.2007.00565.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Rostyslav Maiboroda & Olena Sugakova, 2012. "Nonparametric density estimation for symmetric distributions by contaminated data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(1), pages 109-126, January.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:35:y:2008:i:1:p:139-157. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.