Density estimation using bootstrap bandwidth selector

Smoothing methods for density estimators struggle when the shape of the reference density differs markedly from the actual density. We propose a bootstrap bandwidth selector where no reference distribution is used. It performs reliably in difficult cases and asymptotically outperforms well known automatic bandwidths.

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Year of publication:	2013
Authors:	Bose, Arup ; Dutta, Santanu
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 245-256
Publisher:	Elsevier
Subject:	Kernel density estimator \| Bootstrap \| Plug-in \| Cross-validation \| Automatic bandwidth

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010593932