The performance of a kernel HAC estimator depends on the accuracy of the estimation of the normalized curvature, an unknown quantity in the optimal bandwidth represented as the spectral density and its derivative. This paper proposes to estimate it with a general class of kernels. The AMSE of...

In this paper, the problem of bandwidth choice in smooth k-sample tests is considered. Three different bootstrap methods are discussed and implemented. All the methods persecute the bandwidth leading to the maximum power, while preserving the level of the test. The relative performance of the...

This article proposes a new data-driven method for selecting the smoothing parameter involved in the construction of kernel-based adaptive location estimators. The method consists of minimizing a cross-validatory criterion with respect to the bandwidth occurring in the kemd type estimators of...