Choice of Kernel Order in Density Estimation
Hall, Peter ; Marron, J. S.
Ann. Statist., Tome 16 (1988) no. 1, p. 161-173 / Harvested from Project Euclid
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The selection of the order, i.e., number of vanishing moments, of the kernel in a kernel density estimator is considered from two points of view. First, theoretical properties are investigated by a mean integrated squared error analysis of the problem. Second, and perhaps more importantly, cross validation is proposed as a practical method of choice, and theoretical backing for this is provided through an asymptotic optimality result.
Publié le : 1988-03-14
Classification:  Cross validation,  nonparametric density estimation,  smoothness,  variable-order kernel,  62G05,  62E20 
@article{1176350697,
     author = {Hall, Peter and Marron, J. S.},
     title = {Choice of Kernel Order in Density Estimation},
     journal = {Ann. Statist.},
     volume = {16},
     number = {1},
     year = {1988},
     pages = { 161-173},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350697}
}

Hall, Peter; Marron, J. S. Choice of Kernel Order in Density Estimation. Ann. Statist., Tome 16 (1988) no. 1, pp.  161-173. http://gdmltest.u-ga.fr/item/1176350697/