An iterative bandwidth selector for kernel estimation of densities and their derivatives
- 1 January 1994
- journal article
- research article
- Published by Taylor & Francis in Journal of Nonparametric Statistics
- Vol. 4 (1) , 21-34
- https://doi.org/10.1080/10485259408832598
Abstract
A bandwidth selection rule which proved to be useful and effective for nonparametric kernel regression is modified to be suitable for estimation of a density and its derivatives. Various versions of the rule are considered. Theoretical properties are derived. A simulation study compares its finite-sample behavior with that of other bandwidth selectors.Keywords
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