A Reliable Data-Based Bandwidth Selection Method for Kernel Density Estimation
Author:
Affiliation:
1. University of New South Wales; Sydney Australia
2. IBM Research Division; Yorktown Heights; USA
Publisher
Wiley
Subject
Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.2517-6161.1991.tb01857.x/fullpdf
Reference8 articles.
1. Hall , P. 1980 Objective methods for the estimation of window size in the nonparametric estimation of a density
2. Estimation of integrated squared density derivatives;Hall;Statist. Probab. Lett.,1987
3. Jones , M. C. 1991 The roles of ISE and MISE in density estimation Statist. Probab. Lett.
4. Jones , M. C. Sheather , S. J. 1991 Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives Statist. Probab. Lett.
5. Comparison of data-driven bandwidth selectors;Park;J. Am. Statist. Ass.,1990
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