If you need an accessible version of this item please contact JSTOR User Support

A Brief Survey of Bandwidth Selection for Density Estimation

M. C. Jones, J. S. Marron and S. J. Sheather
Journal of the American Statistical Association
Vol. 91, No. 433 (Mar., 1996), pp. 401-407
DOI: 10.2307/2291420
Stable URL: http://www.jstor.org/stable/2291420
Page Count: 7
  • Download PDF
  • Cite this Item

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If you need an accessible version of this item please contact JSTOR User Support
A Brief Survey of Bandwidth Selection for Density Estimation
Preview not available

Abstract

There has been major progress in recent years in data-based bandwidth selection for kernel density estimation. Some "second generation" methods, including plug-in and smoothed bootstrap techniques, have been developed that are far superior to well-known "first generation" methods, such as rules of thumb, least squares cross-validation, and biased cross-validation. We recommend a "solve-the-equation" plug-in bandwidth selector as being most reliable in terms of overall performance. This article is intended to provide easy accessibility to the main ideas for nonexperts.

Page Thumbnails

  • Thumbnail: Page 
401
    401
  • Thumbnail: Page 
402
    402
  • Thumbnail: Page 
403
    403
  • Thumbnail: Page 
404
    404
  • Thumbnail: Page 
405
    405
  • Thumbnail: Page 
406
    406
  • Thumbnail: Page 
407
    407