Selecting the Bandwidth in Kernel Density Estimation
| Authors | |
|---|---|
| Year of publication | 2002 |
| Type | Article in Proceedings |
| Conference | Datastat 01, Folia Fac. Sci. Nat. Univ. Masaryk. Brunensis, Mathematica 11 |
| MU Faculty or unit | |
| 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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