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Bandwidth selection for kernel density estimation with length-biased data
Authors:M. I. Borrajo  W. González-Manteiga  M. D. Martínez-Miranda
Affiliation:1. Departamento de Estatística, Análise Matemática e Optimización, Universidade de Santiago de Compostela, Santiago de Compostela, Spain;2. Cass Business School – City, University of London, London, UK
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.
Keywords:Bootstrap  rule-of-thumb  cross-validation  nonparametric  weighted data
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