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An improved data-based algorithm for choosing the window width when estimating the density at a point

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  • Sheather, Simon J.

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  • Sheather, Simon J., 1986. "An improved data-based algorithm for choosing the window width when estimating the density at a point," Computational Statistics & Data Analysis, Elsevier, vol. 4(1), pages 61-65, June.
    • Handle: RePEc:eee:csdana:v:4:y:1986:i:1:p:61-65
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    Cited by:

    1. Oliveira, M. & Crujeiras, R.M. & Rodríguez-Casal, A., 2012. "A plug-in rule for bandwidth selection in circular density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3898-3908.
    2. T. Sclocco & M. Marzio, 2001. "A note on kernel density estimation for non-negative random variables," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 10(1), pages 67-79, January.
    3. Cristina Butucea, 2001. "Numerical results concerning a sharp adaptive density estimator," Computational Statistics, Springer, vol. 16(2), pages 271-298, July.
    4. Andrews, Donald W K, 1991. "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Econometrica, Econometric Society, vol. 59(3), pages 817-858, May.
    5. De Brabanter, K. & De Brabanter, J. & Suykens, J.A.K. & De Moor, B., 2010. "Optimized fixed-size kernel models for large data sets," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1484-1504, June.
    6. Shin, Dong Wan & Oh, Man-Suk, 2004. "Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors," Journal of Econometrics, Elsevier, vol. 122(2), pages 247-280, October.
    7. Luc Devroye & Gábor Lugosi, 1998. "Variable Kernel estimates: On the impossibility of tuning the parameters," Economics Working Papers 325, Department of Economics and Business, Universitat Pompeu Fabra.
    8. Farmen, Mark & Marron, J. S., 1999. "An assessment of finite sample performance of adaptive methods in density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 30(2), pages 143-168, April.
    9. Xiao, Zhijie & Phillips, Peter C. B., 2002. "A CUSUM test for cointegration using regression residuals," Journal of Econometrics, Elsevier, vol. 108(1), pages 43-61, May.
    10. Chan, Ngai-Hang & Lee, Thomas C.M. & Peng, Liang, 2010. "On nonparametric local inference for density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 509-515, February.
    11. del Rio, Alejandro Quintela, 1996. "Comparison of bandwidth selectors in nonparametric regression under dependence," Computational Statistics & Data Analysis, Elsevier, vol. 21(5), pages 563-580, May.

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