Presentation of smoothers: the family approach (Q1861599): Difference between revisions
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Latest revision as of 19:04, 19 March 2024
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English | Presentation of smoothers: the family approach |
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Presentation of smoothers: the family approach (English)
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9 March 2003
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The authors consider a kernel density estimator for an i.i.d. sample \(X_1\),\dots,\(X_n\), \(f_n(x)=(nh)^{-1}\sum_{i=1}^nK((x-X_i)/h)\), and propose to plot a family of graphs \(f_n(x,h_j)\), \(j=1,\dots,M\). It is really surprising how informative a plot based on this idea can be. The choice of \(M\) and \(h_j\) and the scaling problem are discussed.
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bandwidth selection
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graphical methods
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kernel density estimation
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