A data-based algorithm for choosing the window width when estimating the density at a point (Q2266315)

From MaRDI portal
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

    Statements

    A data-based algorithm for choosing the window width when estimating the density at a point (English)
    0 references
    0 references
    1983
    0 references
    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.
    0 references
    0 references
    density estimator
    0 references
    smoothing parameter
    0 references
    data-based algorithm
    0 references
    window width
    0 references
    kernel estimator
    0 references
    0 references