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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
Stable URL: http://www.jstor.org/stable/2291420
Page Count: 7
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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.
Journal of the American Statistical Association © 1996 American Statistical Association