On the minimization of absolute distance in kernel density estimation

DOI10.1016/0167-7152(88)90005-3MaRDI QIDQ1094032zbMATH OpenOpenAlexFDO

Authors M. P. Wand, Peter Hall

Publication date 1988

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(88)90005-3

zbMATH Keywords

kernel density estimationL1-distancemean absolute distancemean absolute erroroptimal window-size

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Review text

We give an algorithm for determining the window-size which minimizes mean absolute distance in kernel density estimation and discuss the practical implications of our results.

Cites work

• scientific article; zbMATH DE number 3870398 (Why is no real title available?)
• Minimizing \(L_ 1\) distance in nonparametric density estimation
• On Estimation of a Probability Density Function and Mode

Cited in

(5)

• On the almost everywhere properties of the kernel regression estimate
• A bit rate adaptation model for 3D video
• Modal clustering asymptotics with applications to bandwidth selection
• Conditional density estimation in measurement error problems
• scientific article; zbMATH DE number 7758314 (Why is no real title available?)

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