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Asymptotically Optimal Bandwidth Selection for Kernel Density Estimators from Randomly Right-Censored Samples

机译：随机右删失样本核密度估计的渐近最优带宽选择

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摘要

This paper makes two important contributions to the theory of bandwidth selection for kernel density estimators under right censorship. First, an asymptotic representation of the integrated squared error into easily understood variance and squared bias components is given. Second, it is shown that if the bandwidth is chosen by the data-based method of least squares cross-validation, then it is asymptotically optimal in a compelling sense. A by-product of the first part is an interesting comparison of the two most popular kernel estimators. Keywords: Nonparametric density estimation; Smoothing parameter.

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作者
Marron, J. S.; Padgett, W. J.;
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年度 1986
页码 p.1-27
总页数 27
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Kernel functions; Estimates; Bandwidth; Data bases; Density; Nonparametric statistics; Selection; Theory; Least squares method;

机译：核函数;估计;带宽;数据库;密度;非参数统计;选择;理论;最小二乘法;

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1. Infill Asymptotics and Bandwidth Selection for Kernel Estimators of Spatial Intensity Functions [J] . van Lieshout M. N. M. Methodology and computing in applied probability . 2020,第3期

机译：空间强度函数内核估计的填充渐近肌渐近选择
2. Uniform asymptotics for kernel density estimators with variable bandwidths [J] . Evarist Gine, rnHailin Sang Journal of nonparametric statistics . 2010,第5a6期

机译：具有可变带宽的核密度估计器的一致渐近性
3. Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators [J] . CARLOS TENREIRO Journal of nonparametric statistics . 2006,第1期

机译：内核分布函数估计器的多级插件带宽选择的渐近行为
4. Bandwidth Selection in Kernel Density Estimators for Multiple-Resolution Classification [C] . Mateusz Kobos, Jacek Maridziuk International conference on artificial intelligence and soft computing;ICAISC 2012 . 2012

机译：用于多分辨率分类的内核密度估计器中的带宽选择
5. OPTIMAL LINEAR COMBINATIONS OF CONSISTENT, ASYMPTOTICALLY NORMAL ESTIMATORS (SAMPLE, GROUPED, QUANTILES, DATA, MIXED). [D] . FROM, STEVEN GLEN. 1985

机译：一致，渐近正态估计（样本，分组，量子，数据，混合）的最优线性组合。
6. A Berry-Esseen type bound for the kernel density estimator based on a weakly dependent and randomly left truncated data [O] . Petros Asghari, Vahid Fakoor -1

机译：基于弱相关和随机左截断的数据的内核密度估计的Berry-Esseen类型绑定
7. Infill Asymptotics and Bandwidth Selection for Kernel Estimators of Spatial Intensity Functions [O] . M. N. M. van Lieshout 2019

机译：空间强度函数内核估计的填充渐近和带宽选择

Asymptotically Optimal Bandwidth Selection for Kernel Density Estimators from Randomly Right-Censored Samples

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