An introduction to hypergeometric functions for economists, Econometric Reviews, vol.31, issue.3, pp.287-330, 1999. ,
DOI : 10.1016/0304-3932(95)01237-0
An alternative method of cross-validation for the smoothing of density estimates, Biometrika, vol.71, issue.2, pp.353-360, 1984. ,
DOI : 10.1093/biomet/71.2.353
Best Possible Constant for Bandwidth Selection, The Annals of Statistics, vol.20, issue.4, pp.2057-2070, 1992. ,
DOI : 10.1214/aos/1176348902
On bandwidth choice for density estimation with dependent data, The Annals of Statistics, vol.23, issue.6, pp.2241-2263, 1995. ,
DOI : 10.1214/aos/1034713655
Estimation of integrated squared density derivatives, Statistics & Probability Letters, vol.6, issue.2, pp.109-115, 1987. ,
DOI : 10.1016/0167-7152(87)90083-6
Lower bounds for bandwidth selection in density estimation, Probability Theory and Related Fields, pp.149-173, 1991. ,
DOI : 10.1007/BF01192160
Smoothed cross-validation, Probability Theory and Related Fields, pp.1-20, 1992. ,
DOI : 10.1007/BF01205233
Data-Driven Bandwidth Choice for Density Estimation Based on Dependent Data, The Annals of Statistics, vol.18, issue.2, pp.873-890, 1990. ,
DOI : 10.1214/aos/1176347630
Smoothing by Weighted Averaging of Rounded Points, Computational Statistics, vol.7, pp.97-128, 1992. ,
A Simple Root $n$ Bandwidth Selector, The Annals of Statistics, vol.19, issue.4, pp.1919-1932, 1991. ,
DOI : 10.1214/aos/1176348378
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.154.4418
Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives, Statistics & Probability Letters, vol.11, issue.6, pp.511-514, 1991. ,
DOI : 10.1016/0167-7152(91)90116-9
Asymptotically best bandwidth selectors in kernel density estimation, Statistics & Probability Letters, vol.19, issue.2, pp.119-127, 1994. ,
DOI : 10.1016/0167-7152(94)90143-0
Exact Mean Integrated Squared Error, The Annals of Statistics, vol.20, issue.2, pp.712-736, 1992. ,
DOI : 10.1214/aos/1176348653
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix, Econometrica, vol.55, issue.3, pp.703-708, 1987. ,
DOI : 10.2307/1913610
Comparison of Data-Driven Bandwidth Selectors, Journal of the American Statistical Association, vol.9, issue.409, pp.66-72, 1990. ,
DOI : 10.1214/aoms/1177696810
ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION, Econometric Theory, vol.5, issue.01, pp.171-180, 2005. ,
DOI : 10.1214/aos/1176324317
URL : http://eprints.lse.ac.uk/2157/1/ROBUST_COVARIANCE_MATRIX_ESTIMATION_HAC_Estimates_with_Long_Memory_Antipersistence_Correction.pdf
Remarks on Some Nonparametric Estimates of a Density Function, The Annals of Mathematical Statistics, vol.27, issue.3, pp.832-837, 1956. ,
DOI : 10.1214/aoms/1177728190
Empirical Choice of Histograms and Kernel Density Estimators, Scandinavian Journal of Statistics, vol.9, pp.65-78, 1982. ,
Biased and Unbiased Cross-Validation in Density Estimation, Journal of the American Statistical Association, vol.9, issue.400, pp.1131-1146, 1987. ,
DOI : 10.1214/aoms/1177696810
URL : http://www.dtic.mil/get-tr-doc/pdf?AD=ADA166905
Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform, Applied Statistics, vol.31, issue.1, pp.93-99, 1982. ,
DOI : 10.2307/2347084
Density Estimation for Statistics and Data Analysis, 1986. ,
DOI : 10.1007/978-1-4899-3324-9
An Asymptotically Optimal Window Selection Rule for Kernel Density Estimates, The Annals of Statistics, vol.12, issue.4, pp.1285-1297, 1984. ,
DOI : 10.1214/aos/1176346792
Modified cross-validation in density estimation, Journal of Statistical Planning and Inference, vol.30, issue.3, pp.293-305, 1992. ,
DOI : 10.1016/0378-3758(92)90157-N
Local Cross-validation for Spectrum Bandwidth Choice, Journal of Time Series Analysis, vol.21, issue.3, pp.329-361, 2000. ,
DOI : 10.1111/1467-9892.00188
URL : http://hdl.handle.net/10016/4347
How easy is a given density to estimate?, Computational Statistics & Data Analysis, vol.16, issue.3, pp.311-323, 1993. ,
DOI : 10.1016/0167-9473(93)90132-D
Transformations in Density Estimation, Journal of the American Statistical Association, vol.9, issue.414, pp.343-353, 1991. ,
DOI : 10.1080/01621459.1985.10477163