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Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method
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نویسنده
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slaoui y.
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منبع
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journal of probability and statistics - 2014 - دوره : 2014 - شماره : 0
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چکیده
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We propose an automatic selection of the bandwidth of the recursive kernel estimators of a probability density function defined by the stochastic approximation algorithm introduced by mokkadem et al. (2009a). we showed that,using the selected bandwidth and the stepsize which minimize the mise (mean integrated squared error) of the class of the recursive estimators defined in mokkadem et al. (2009a),the recursive estimator will be better than the nonrecursive one for small sample setting in terms of estimation error and computational costs. we corroborated these theoretical results through simulation study. © 2014 yousri slaoui.
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آدرس
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université de poitiers,laboratoire de mathématiques et application,86962 futuroscope, France
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Authors
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