Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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A study on bandwith selection based on ASE for nonparametric density estimators

  • Kim, Tae-Yoon (Departemnt of Statistics, Keimyung University, Taegu 704-701)
  • Published : 2000.09.01
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Abstract

Suppose we have a set of data X1, ···, Xn and employ kernel density estimator to estimate the marginal density of X. in this article bandwith selection problem for kernel density estimator is examined closely. In particular the Kullback-Leibler method (a bandwith selection methods based on average square error (ASE)) is considered.

Keywords

References

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