A Comparative Study of Several Methods in Kernel Density Estimation

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Authors

ŘEZÁČ Martin

Year of publication 2004
Type Article in Proceedings
Conference Datastat 03, Folia Fac. Sci. Nat. Univ. Masaryk. Brunensis, Mathematica 15
MU Faculty or unit

Faculty of Science

Citation
Field Applied statistics, operation research
Keywords Density estimation; kernel smoothing; data-driven choice
Description This paper is concerned with the problem of data-driven choice of smoothing parameters in density estimation. Our aim is to provide a selective review of the main methods and to compare them by means of a simulation study.
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