Oversmoothed Nonparametric Density Estimates
- 1 March 1985
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 80 (389) , 209
- https://doi.org/10.2307/2288074
Abstract
The optimal histogram for a sample of size n from a density defined on the entire real line requires at least (2n)1/3 bins, under mild smoothness conditions. Similar bounds exist for the frequency polygon and kernel estimators. Values near these bounds give nearly optimal results for a variety of smooth densities, providing good, quick density estimates.Keywords
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