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Data-Driven Bandwidth Selection for Recursive Kernel Density Estimators Under Double Truncation

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  • Yousri Slaoui

    (Université de Poitiers)

Abstract

In this paper we proposed a data-driven bandwidth selection procedure of the recursive kernel density estimators under double truncation. We showed that, using the selected bandwidth and a special stepsize, the proposed recursive estimators outperform the nonrecursive one in terms of estimation error in many situations. We corroborated these theoretical results through simulation study. The proposed estimators are then applied to data on the luminosity of quasars in astronomy. We corroborated these theoretical results through simulation study, then, we applied the proposed estimators to data on the luminosity of quasars in astronomy.

Suggested Citation

  • Yousri Slaoui, 2018. "Data-Driven Bandwidth Selection for Recursive Kernel Density Estimators Under Double Truncation," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(2), pages 341-368, November.
    • Handle: RePEc:spr:sankhb:v:80:y:2018:i:2:d:10.1007_s13571-018-0165-2
    DOI: 10.1007/s13571-018-0165-2
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    References listed on IDEAS

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    1. Pao-sheng Shen, 2010. "Nonparametric analysis of doubly truncated data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(5), pages 835-853, October.
    2. Yousri Slaoui, 2015. "Plug-in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(4), pages 483-509, November.
    3. Moreira, Carla & de Uña-Álvarez, Jacobo & Crujeiras, Rosa M., 2010. "DTDA: An R Package to Analyze Randomly Truncated Data," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 37(i07).
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    Cited by:

    1. Ye Tian & Yasunari Yokota, 2019. "Estimating the Major Cluster by Mean-Shift with Updating Kernel," Mathematics, MDPI, vol. 7(9), pages 1-25, August.

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