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arXiv · 1606.05584

Bandwidth selection for kernel density estimation with length-biased data

María Isabel Borrajo·Wenceslao González-Manteiga·María Dolores Martínez-Miranda
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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.

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María Isabel Borrajo, Wenceslao González-Manteiga, María Dolores Martínez-Miranda. 2016-12-13. Bandwidth selection for kernel density estimation with length-biased data. https://doi.org/10.1080/10485252.2017.1339309

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