Adaptive Kernel Density Estimation

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


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.



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