How much do plug-in bandwidth selectors adapt to non-smoothness?
The asymptotic behaviour of some popular plug-in bandwidth selection procedures for kernel density estimators is reviewed for situations where the observations are drawn from a density which possibly has discontinuities or discontinuities in its derivatives. It is shown that the procedures, with the...
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Published in | Journal of nonparametric statistics Vol. 8; no. 2; pp. 185 - 197 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Gordon and Breach Science Publishers
01.01.1997
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Subjects | |
Online Access | Get full text |
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