Bandwidth selection procedures tor kernel density estimates
- 1 January 1982
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 11 (9) , 1045-1069
- https://doi.org/10.1080/03610928208828291
Abstract
A crucial problem in kernel density estimates of a probability density function is the selection of the bandwidth. The aim of this study is to propose a procedure for selecting both fixed and variable bandwidths. The present study also addresses the question of how different variable bandwidth kernel estimators perform in comparison with each other and to the fixed type of bandwidth estimators. The appropriate algorithms for implementation of the proposed method are given along with a numerical simulation.The numerical results serve as a guide to determine which bandwidth selection method is most appropriate for a given type of estimator over a vide class of probability density functions, Also, we obtain a numerical comparison of the different types of kernel estimators under various types of bandwidths.Keywords
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