A brief survey of bandwidth selection for density estimation

Jones, M. C.; Marron, J. S. and Sheather, S. J. (1996). A brief survey of bandwidth selection for density estimation. Journal of the American Statistical Association, 91(433), pp. 401–407.

URL:	http://www.jstor.org/stable/2291420
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Abstract

There has been major progress in recent years in data-based bandwidth selection for kernel density estimation. Some "second generation" methods, including plug-in and smoothed bootstrap techniques, have been developed that are far superior to well-known "first generation" methods, such as rules of thumb, least squares cross-validation, and biased cross-validation. We recommend a "solve-the-equation" plug-in bandwidth selector as being most reliable in terms of overall performance. This article is intended to provide easy accessibility to the main ideas for nonexperts.

Item Type:	Journal Article
Copyright Holders:	1996 American Statistical Association
ISSN:	1537-274X
Keywords:	bandwidth selection; Kernel density estimation; nonparametric curve estimation; smoothing parameter selection
Academic Unit/Department:	Mathematics, Computing and Technology > Mathematics and Statistics
Item ID:	24972
Depositing User:	Sarah Frain
Date Deposited:	05 May 2011 09:31
Last Modified:	05 May 2011 09:31
URI:	http://oro.open.ac.uk/id/eprint/24972

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