Jones, M. C.
Kernel density estimation when the bandwidth is large.
Australian Journal of Statistics, 35(3) pp. 319–326.
The performance of kernel density estimation, in terms of mean integrated squared error, is investigated in the opposite of the usual situation, namely when the bandwidth is large. This affords noteworthy insights including the special role taken by the normal density function as kernel and a tie-in with ‘semiparametric’ approaches to density estimation.
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