Please use this identifier to cite or link to this item:
Title: Data-Based Choice of the Number of Pilot Stages for Plug-in Bandwidth Selection
Authors: Chacón, J. E. 
Tenreiro, C. 
Issue Date: 2013
Project: CMUC/FCT 
Serial title, monograph or event: Communications in Statistics - Theory and Methods
Volume: 42
Issue: 12
Abstract: The choice of the bandwidth is a crucial issue for kernel density estimation. Among all the data-dependent methods for choosing the bandwidth, the direct plug-in method has shown a particularly good performance in practice. This procedure is based on estimating an asymptotic approximation of the optimal bandwidth, using two `pilot' kernel estimation stages. Although two pilot stages seem to be enough for most densities, for a long time the problem of how to choose an appropriate number of stages has remained open. Here we propose an automatic (i.e., data-based) method for choosing the number of stages to be employed in the plug-in bandwidth selector. Asymptotic properties of the method are presented and an extensive simulation study is carried out to compare its small-sample performance with that of the most recommended bandwidth selectors in the literature.
Other Identifiers: 10.1080/03610926.2011.606486
Rights: embargoedAccess
Appears in Collections:I&D CMUC - Artigos em Revistas Internacionais

Files in This Item:
File Description SizeFormat
cvps-author's version.pdf826.8 kBAdobe PDFView/Open
Show full item record

Page view(s)

checked on Aug 5, 2020


checked on Aug 5, 2020

Google ScholarTM


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.