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

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.

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About

• Item ORO ID
• 24972
• Item Type
• Journal Item
• ISSN
• 1537-274X
• Keywords
• bandwidth selection; Kernel density estimation; nonparametric curve estimation; smoothing parameter selection
• Academic Unit or School
• Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
  Faculty of Science, Technology, Engineering and Mathematics (STEM)
• Copyright Holders
• © 1996 American Statistical Association
• Depositing User
• Sarah Frain