Selecting the Bandwidth in Kernel Density Estimation

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Authors

ŘEZÁČ Martin

Year of publication 2002
Type Article in Proceedings
Conference Datastat 01, Folia Fac. Sci. Nat. Univ. Masaryk. Brunensis, Mathematica 11
MU Faculty or unit

Faculty of Science

Citation
Field Applied statistics, operation research
Keywords Density estimation; kernel smoothing; bandwidth choice
Description The theory of bandwidth choice in density estimation is developing very fast. Several methods have been recently proposed as an alternative to leastsquare cross-validation, the standard for years. This paper includes two another: pseudo-likelihood cross-validation and double kernel method. A small simalition study is also included.
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