Hall, Peter; Sheather, Simon J.; Jones, M. C. and Marron, J. S
(1991).
| DOI (Digital Object Identifier) Link: | https://doi.org/10.1093/biomet/78.2.263 |
|---|---|
| Google Scholar: | Look up in Google Scholar |
Abstract
A bandwidth selection method is proposed for kernel density estimation. This is based on the straightforward idea of plugging estimates into the usual asymptotic representation for the optimal bandwidth, but with two important modifications. The result is a bandwidth selector with the, by nonparametric standards, extremely fast asymptotic rate of convergence of n−½ where n → ∞ denotes sample size. Comparison is given to other bandwidth selection methods, and small sample impact is investigated.
| Item Type: | Journal Item |
|---|---|
| Copyright Holders: | 1991 Biometrika Trust |
| ISSN: | 1464-3510 |
| Keywords: | adaptive procedure; convergence rate; functional estimation; mean integrated squared error; smoothing parameter; taylor expansion; window width |
| Academic Unit/School: | Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics Faculty of Science, Technology, Engineering and Mathematics (STEM) |
| Item ID: | 28303 |
| Depositing User: | Sarah Frain |
| Date Deposited: | 22 Mar 2011 12:45 |
| Last Modified: | 02 May 2018 13:28 |
| URI: | http://oro.open.ac.uk/id/eprint/28303 |
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