Fourier series-based direct plug-in bandwidth selectors for kernel density estimation

Abstract

A class of Fourier series based direct plug-in bandwidth selectors for kernel density estimation is considered in this paper. The proposed bandwidth estimators have a relative convergence rate $n^{-1/2}$ whenever the underlying density is smooth enough and the simulation results testify that they present a very good finite sample performance against the most recommended bandwidth selection methods in the literature.