On the accuracy of binned kernel density estimators

被引：80
|
作者：
Hall, P [1 ]
Wand, MP [1 ]
机构：
[1] UNIV NEW S WALES, SYDNEY, NSW, AUSTRALIA
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 1996年 / 56卷 / 02期
关键词：
pinning rules; Euler-Maclaurin summation formulae;
D O I：
10.1006/jmva.1996.0009
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The accuracy of the binned kernel density estimator is studied for general binning rules. We derive mean squared error results for the closeness of this estimator to both the true density and the unbinned kernel estimator. The binning rule and smoothness of the kernel function are shown to influence the accuracy of the binned kernel estimators. Our results are used to compare commonly used binning rules, and to determine the minimum grid size required to obtain a given level of accuracy. (C) 1996 Academic Press,Inc.
引用
收藏
页码：165 / 184
页数：20
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