Fourier series-based direct plug-in bandwidth selectors for kernel density estimation

Carlos Tenreiro

Journal of Nonparametric Statistics, 2011, vol. 23, issue 2, 533-545

Abstract: A class of Fourier series-based direct plug-in bandwidth selectors for kernel density estimation is considered in this paper. The proposed bandwidth estimators have a relative convergence rate n−1/2 whenever the underlying density is smooth enough and the simulation results testify that they present a very good finite sample performance against the most recommended bandwidth selection methods in the literature.

Date: 2011
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Citations: View citations in EconPapers (5)

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DOI: 10.1080/10485252.2010.537337

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