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There is an intense and partly recent literature focussing on the problem of selecting the bandwidth parameter for kernel density estimators. Available methods are largely `very nonparametric', in the sense of not requiring any knowledge…

Methodology · Statistics 2026-02-17 Nils Lid Hjort

Kernel Density Estimation is a very popular technique of approximating a density function from samples. The accuracy is generally well-understood and depends, roughly speaking, on the kernel decay and local smoothness of the true density.…

Statistics Theory · Mathematics 2019-01-03 Maciej Skorski

We focus on the nonparametric density estimation problem with directional data. We propose a new rule for bandwidth selection for kernel density estimation. Our procedure is automatic, fully data-driven and adaptive to the smoothness degree…

Statistics Theory · Mathematics 2018-08-08 Thanh Mai Pham Ngoc

This paper develops a nonparametric density estimator with parametric overtones. Suppose $f(x,\theta)$ is some family of densities, indexed by a vector of parameters $\theta$. We define a local kernel smoothed likelihood function which for…

Methodology · Statistics 2026-04-22 Nils Lid Hjort , M. C. Jones

The Eilers-Whittaker method for data smoothing effectiveness depends on the choice of the regularisation parameter, and automatic selection is a necessity for large datasets. Common methods, such as leave-one-out cross-validation, can…

Nonparametric kernel density estimation is a very natural procedure which simply makes use of the smoothing power of the convolution operation. Yet, it performs poorly when the density of a positive variable is to be estimated (boundary…

Statistics Theory · Mathematics 2017-07-17 Gery Geenens

Graph spectral techniques for measuring graph similarity, or for learning the cluster number, require kernel smoothing. The choice of kernel function and bandwidth are typically chosen in an ad-hoc manner and heavily affect the resulting…

Machine Learning · Statistics 2019-12-20 Diego Granziol , Robin Ru , Stefan Zohren , Xiaowen Dong , Michael Osborne , Stephen Roberts

A nonparametric kernel density estimator for directional-linear data is introduced. The proposal is based on a product kernel accounting for the different nature of both (directional and linear) components of the random vector. Expressions…

In this paper, we deal with nonparametric regression for circular data, meaning that observations are represented by points lying on the unit circle. We propose a kernel estimation procedure with data-driven selection of the bandwidth…

Statistics Theory · Mathematics 2023-07-03 Tien Dat Nguyen , Thanh Mai Pham Ngoc , Vincent Rivoirard

This paper proposes a new method of bandwidth selection in kernel estimation of density and distribution functions motivated by the connection between maximisation of the entropy of probability integral transforms and maximum likelihood in…

Methodology · Statistics 2016-07-14 Vitaliy Oryshchenko

Semicontinuous outcomes occur frequently in health services, insurance, and cost studies. Standard nonparametric density estimators are not well suited to such data because they do not naturally accommodate the mixed structure, the…

Methodology · Statistics 2026-05-06 Guanjie Lyu , Frédéric Ouimet , Cindy Feng

In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we…

Statistics Theory · Mathematics 2017-09-26 Nhat Ho , XuanLong Nguyen , Ya'acov Ritov

A kernel based procedure for correcting experimental data for distortions due to the finite resolution and limited detector acceptance is presented. The unfolding problem is known to be an ill-posed problem that can not be solved without…

Data Analysis, Statistics and Probability · Physics 2012-09-19 N. D. Gagunashvili , M. Schmelling

The performance of kernel density estimators is usually studied via Taylor expansions and asymptotic approximation arguments, in which the bandwidth parameter tends to zero with increasing sample size. In contrast, this paper focusses…

Statistics Theory · Mathematics 2026-02-25 Nils Lid Hjort , Nikolai G. Ushakov

Accurately estimating data density is crucial for making informed decisions and modeling in various fields. This paper presents a novel nonparametric density estimation procedure that utilizes bivariate penalized spline smoothing over…

Methodology · Statistics 2024-10-29 Kunal Das , Shan Yu , Guannan Wang , Li Wang

Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical…

Statistics Theory · Mathematics 2007-06-13 Arthur Berg , Dimitris Politis

Consider the problem when $X_1,X_2,..., X_n$ are distributed on a circle following an unknown distribution $F$ on $S^1$. In this article we have consider the absolute general set-up where the density can have local features such as…

Methodology · Statistics 2016-11-26 Kinjal Basu , Debapriya Sengupta

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…

Econometrics · Economics 2019-05-28 Ryo Okui , Takahide Yanagi

In a circular deconvolution model we consider the fully data driven density estimation of a circular random variable where the density of the additive independent measurement error is unknown. We have at hand two independent iid samples,…

Statistics Theory · Mathematics 2021-02-02 Jan Johannes , Xavier Loizeau

The Beta kernel estimator offers a theoretically superior alternative to the Gaussian kernel for unit interval data, eliminating boundary bias without requiring reflection or transformation. However, its adoption remains limited by the lack…

Methodology · Statistics 2026-05-12 Johan Hallberg Szabadváry