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Bandwidth selection for kernel density estimation with length-biased data.

Authors :
Borrajo, M. I.
González-Manteiga, W.
Martínez-Miranda, M. D.
Source :
Journal of Nonparametric Statistics; Sep2017, Vol. 29 Issue 3, p636-668, 33p
Publication Year :
2017

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10485252
Volume :
29
Issue :
3
Database :
Complementary Index
Journal :
Journal of Nonparametric Statistics
Publication Type :
Academic Journal
Accession number :
124062989
Full Text :
https://doi.org/10.1080/10485252.2017.1339309