A note about the critical bandwidth for a kernel density estimator with the uniform kernel
COUDRET, Raphaël
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Environnements et Paléoenvironnements OCéaniques [EPOC]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Environnements et Paléoenvironnements OCéaniques [EPOC]
SARACCO, Jerome
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
COUDRET, Raphaël
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Environnements et Paléoenvironnements OCéaniques [EPOC]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Environnements et Paléoenvironnements OCéaniques [EPOC]
SARACCO, Jerome
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
< Reduce
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Language
en
Document de travail - Pré-publication
English Abstract
Among available bandwidths for kernel density estimators, the critical bandwidth is a data-driven one, which satisfies a constraint on the number of modes of the estimated density. When using a random bandwidth, it is of ...Read more >
Among available bandwidths for kernel density estimators, the critical bandwidth is a data-driven one, which satisfies a constraint on the number of modes of the estimated density. When using a random bandwidth, it is of particular interest to show that it goes toward 0 in probability when the sample size goes to infinity. Such a property is important to prove satisfying asymptotic results about the corresponding kernel density estimator. It is shown here that this property is not true for the uniform kernel.Read less <
Origin
Hal imported