A hybrid bandwidth selection methodology for kernel density estimation

被引：21
|
作者：
Jiang, Min [1 ]
Provost, Serge B. [2 ]
机构：
[1] Stat Canada, Ottawa, ON K1A 0T6, Canada
[2] Univ Western Ontario, Dept Stat & Actuarial Sci, London, ON N6A 5B7, Canada
来源：
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2014年 / 84卷 / 03期
基金：
加拿大自然科学与工程研究理事会;
关键词：
density estimation; kernels; bandwidth selection; least-squares cross-validation; plug-in estimates; CROSS-VALIDATION; CHOICE;
D O I：
10.1080/00949655.2012.721366
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
A bandwidth selection method that combines the concept of least-squares cross-validation and the plug-in approach is being introduced in connection with kernel density estimation. A simulation study reveals that this hybrid methodology outperforms some commonly used bandwidth selection rules. It is shown that the proposed approach can also be readily employed in the context of variable kernel density estimation. We conclude with two illustrative examples.
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页码：614 / 627
页数：14
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