A nonparametric data based univariate density function estimate

DOI10.1016/0167-9473(87)90002-8MaRDI QIDQ1084798zbMATH OpenOpenAlexFDO

Authors Russell F. Kappenman

Publication date 1987

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(87)90002-8

zbMATH Keywords

kernel density function estimatemean integrated squared errorsoutliersSimulation studiessmoothing parameter

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Review text

A method for assigning a value to the smoothing parameter in the kernel estimate of a univariate density function is derived. The method uses observations of the random variable whose probability density function is to be estimated, and it is not sensitive to outliers in the data. Simulation studies were performed to compare the performance of the method with others that have been proposed. These studies indicate that the method produces density estimators which have smaller mean integrated squared errors for a wide variety of types of density functions.

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Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Kernel density estimation revisited
• Monte Carlo Study of Three Data-Based Nonparametric Probability Density Estimators

Cited in

(13)

• On the density estimation of air pollution in Beijing
• Adapting the classical kernel density estimator to data
• DATA-BASED CHOICE OF THE SMOOTHING PARAMETER FOR A KERNEL DENSITY ESTIMATOR
• scientific article; zbMATH DE number 3969894 (Why is no real title available?)
• Nonparametric estimation of dose-response curves with application to ED50 estimation
• A note on quantile estimation by the kernel method
• scientific article; zbMATH DE number 1302966 (Why is no real title available?)
• Nonparametric estimation of heavy-tailed density by the discrepancy method
• Kernel estimation in high-energy physics
• New approaches to nonparametric density estimation and selection of smoothing parameters
• A method for the choice of smoothing parameter
• Comments on a data based bandwidth selector
• Estimating a density by adapting an initial guess

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