Skip Navigation

Biometrika 1990 77(1):222-226;
© 1990 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by CHIU, S.-T.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

MISCELLANEA

Why bandwidth selectors tend to choose smaller bandwidths, and a remedy

SHEAN-TSONG CHIU

Department of Statistics, Colorado State University Fort Collins, Colorado 80523, U.S.A.

Received for publication 1 February 1989. Revision received 1 May 1989.
  Abstract

This note is concerned with the problem of automatic data-driven bandwidth selectors for nonparametric regression. Though some selectors were shown to be consistent and asymptotically unbiased by Rice (1984) and Hãrdle, Hall & Marron (1988), it is often observed in simulation studies that most selectors are biased toward undersmoothing. An explanation for this is given. The source of the large sample variation in the bandwidth estimates is also pointed out. This leads to the consideration of a new procedure which is a simple modification of a classical selector. A simulation study suggests that the proposed selector is much more consistent than the classical one.

Key Words: Bandwidth selection • Fourier transform • Kernel estimate • Nonparametric regression • Periodogram


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.