Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Adaptive Kernel Density Estimation

  • Faraway, Julian. (Department of Statistics, University of Michgan) ;
  • Jhun, Myoungshic (Department of Statistics, Korea University)
  • Published : 1995.04.01
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Abstract

It is shown that the adaptive kernel methods can potentially produce superior density estimates to the fixed one. In using the adaptive estimates, problems pertain to the initial choice of the estimate can be solved by iteration. Also, simultaneous recommended for variety of distributions. Some data-based method for the choice of the parameters are suggested based on simulation study.

Keywords

References

  1. Annals of Mathematical Staistics v.10 On bandwidth variation in Kernel estimates - a square root law Abramson,I.S.
  2. Technometrics v.19 Variable Kernel Estimates of Multivariate Densities Breiman,L.;Meisel,W.;Purcell,E.
  3. Non-uniform random variate generation Devroye,L.
  4. Journal of the American Statistical Association v.85 Bootstrap Choice of Bandwidth for Density Estimation Faraway,J.;Jhun,M.
  5. Density Estimation for Statistics and Data Analysis Silverman,B.W.