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Items for "kernel density estimation"

On local bootstrap bandwidth choice in kernel density estimation

Under mild regularity conditions, it is shown that bandwidth selection by minimizing the bootstrapped mean squared error (at a point x) leads to a bandwidth of the same form as that obtained by a consistent plug-in procedure...

Keywords: kernel density estimation, bandwidth selection, plug-in, bootstrapping, mean squared error

02/2006 | Statistics & Decisions, Oldenbourg Wissenschaftsverlag