Bandwidth selection for kernel density estimation with length-biased data

M. I. Borrajo, W. González-Manteiga and M. D. Martínez-Miranda

Journal of Nonparametric Statistics, 2017, vol. 29, issue 3, 636-668

Abstract: Length-biased data are a particular case of weighted data, which arise in many situations: biomedicine, quality control or epidemiology among others. In this paper we study the theoretical properties of kernel density estimation in the context of length-biased data, proposing two consistent bootstrap methods that we use for bandwidth selection. Apart from the bootstrap bandwidth selectors we suggest a rule-of-thumb. These bandwidth selection proposals are compared with a least-squares cross-validation method. A simulation study is accomplished to understand the behaviour of the procedures in finite samples.

Date: 2017
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DOI: 10.1080/10485252.2017.1339309

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