Title: Data-driven bandwidth selection for recursive kernel density estimators under double truncation
Authors: Yousri Slaoui - University of Poitiers (France) [presenting]
Abstract: A data-driven bandwidth selection procedure is proposed for the recursive kernel density estimation under double truncation. We show that using the selected bandwidth and a special stepsize, our proposed recursive estimators outperform the nonrecursive one in terms of estimation error in many situations. We corroborate these theoretical results through a simulation study. The proposed estimators are then applied to data on the luminosity of quasars in astronomy.