Plug-In Bandwidth Selector for the Kernel Relative Density Estimator Articles uri icon

authors

  • MOLANES LOPEZ, ELISA MARIA
  • CAO ., RICARDO

publication date

  • June 2008

start page

  • 273

end page

  • 300

issue

  • 2

volume

  • 60

international standard serial number (ISSN)

  • 0020-3157

electronic international standard serial number (EISSN)

  • 1572-9052

abstract

  • This paper is focused on two kernel relative density estimators in a two-sample problem. An asymptotic expression for the mean integrated squared error of these estimators is found and, based on it, two solve- the-equation plug-in bandwidth selectors are proposed. In order to examine their practical performance a simulation study and a practical application to a medical dataset are carried out.