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A Brief Survey of Bandwidth Selection for Density Estimation

 

作者: M.C. Jones,   J.S. Marron,   S.J. Sheather,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1996)
卷期: Volume 91, issue 433  

页码: 401-407

 

ISSN:0162-1459

 

年代: 1996

 

DOI:10.1080/01621459.1996.10476701

 

出版商: Taylor & Francis Group

 

关键词: Bandwidth selection;Kernel density estimation;Nonparametric curve estimation;Smoothing parameter selection

 

数据来源: Taylor

 

摘要:

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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