论文信息 - A bandwidth selector for local linear density estimators

A bandwidth selector for local linear density estimators

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.

Ming-Yen Cheng | Ming-Yen Cheng

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