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Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
TEST, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chacón, J. E., Duong, T.
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Linex discrepancy for bandwidth selection
Communications in Statistics - Simulation and Computation, 2017ABSTRACTA bandwidth selection based on Linex discrepancy is proposed for kernel smoothing of periodogram. The selection minimizes Linex discrepancy between the smoothed and true spectrums. Two estimators are introduced for Linex discrepancy. The bandwidth choice outperforms some common bandwidth choices.
H. Mombeni, S. Rezaei, S. Nadarajah
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Scale measures for bandwidth selection
Journal of Nonparametric Statistics, 1995Both high tech and also quick and dirty methods for selecting the bandwidth of a kernel density estimator are usually based on measures of scale. An example is given to illustrate how the usual scale measures can be arbitrarily bad. This motivates development of several improved scale measures. These are assessed through simulation, and experience with
P. Janssen +3 more
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