Local linear density estimators achieve automatic boundary corrections and enjoy some typical optimal properties. Proper choice of the smoothing parameters is crucial for their performance. A data-based bandwidth selector is developed in the spirit of plug-in rules. Consistency and asymptotic normality of the selected bandwidth are demonstrated. The bandwidth is very efficient regardless of whether there are non-smooth boundaries in the support of the density or not.
Publié le : 1997-06-14
Classification:
Bandwidth,
boundary effects,
data binning,
local linear density estimation,
plug-in bandwidth selector,
62G07
@article{1069362735,
author = {Cheng, Ming-Yen},
title = {A bandwidth selector for local linear density estimators},
journal = {Ann. Statist.},
volume = {25},
number = {6},
year = {1997},
pages = { 1001-1013},
language = {en},
url = {http://dml.mathdoc.fr/item/1069362735}
}
Cheng, Ming-Yen. A bandwidth selector for local linear density estimators. Ann. Statist., Tome 25 (1997) no. 6, pp. 1001-1013. http://gdmltest.u-ga.fr/item/1069362735/