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.
Related projects:	Functional-differential equations and mathematical-statistical models