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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.

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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
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