A Brief Survey of Bandwidth Selection for Density Estimation
- 1 March 1996
- journal article
- review article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 91 (433) , 401-407
- https://doi.org/10.2307/2291420
Abstract
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.Keywords
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