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Plug-in bandwidth selector for the kernel relative density estimator

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  • Elisa Molanes-López
  • Ricardo Cao

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  • Elisa Molanes-López & Ricardo Cao, 2008. "Plug-in bandwidth selector for the kernel relative density estimator," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(2), pages 273-300, June.
    • Handle: RePEc:spr:aistmt:v:60:y:2008:i:2:p:273-300
    DOI: 10.1007/s10463-006-0108-y
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    References listed on IDEAS

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    1. B. W. Silverman, 1978. "Density Ratios, Empirical Likelihood and Cot Death," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 27(1), pages 26-33, March.
    2. Cao, Ricardo & Janssen, Paul & Veraverbeke, Noel, 2001. "Relative density estimation and local bandwidth selection for censored data," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 497-510, June.
    3. Hall, Peter & Marron, J. S., 1987. "Estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 109-115, November.
    4. Hjort, Nils Lid & Walker, Stephen G., 2001. "A note on kernel density estimators with optimal bandwidths," Statistics & Probability Letters, Elsevier, vol. 54(2), pages 153-159, September.
    5. Ahmad, Ibrahim A., 2002. "On moment inequalities of the supremum of empirical processes with applications to kernel estimation," Statistics & Probability Letters, Elsevier, vol. 57(3), pages 215-220, April.
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    Cited by:

    1. Riccardo Massari, 2009. "Is income becoming more polarized Italy? A closer look with a distributional approach," Working Papers 1, Doctoral School of Economics, Sapienza University of Rome.

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