A data-based algorithm for choosing the window width when estimating the density at a point (Q2266315): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A data-based algorithm for choosing the window width when estimating the density at a point |
scientific article |
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A data-based algorithm for choosing the window width when estimating the density at a point (English)
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1983
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When implementing any density estimator, the problem of choosing the smoothing parameter has to be faced. This paper describes a data-based algorithm which chooses the window width for a kernel estimator of the density at a point. The performance of the resulting window width is evaluated using Monte Carlo methods.
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density estimator
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smoothing parameter
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data-based algorithm
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window width
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kernel estimator
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