Advances in Data-Driven Bandwidth Selection

  • Park, Byeong U. (Seoul National University)
  • Published : 1991.06.01

Abstract

Considerable progress on the problem of data-driven bandwidth selection in kernel density estimation has been made recently. The goal of this paper is to provide an introduction to the methods currently available, with discussion at both a practical and a nontechnical theoretical level. The main setting considered here is global bandwidth kernel estimation, but some recent results on variable bandwidth kernel estimation are also included.

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