On Local Bandwidth Selection for Density Estimation

This article gives ideas for developing statistics software which can work without user intervention. Some popular methods of bandwidth selection for kernel density estimation (the nearest neighbour, least squares cross-validation, “plug-in” technique) are discussed. Modifications of the cross-validation criterion are proposed. Two-stage estimators combining these methods with multiplicative bias correction are investigated by simulation means. Key words: kernel density estimation, local bandwidth selection, cross-validation, multiplicative bias correction.

• Type: Journal
• Year: 1998
• Where: INFORMATICALT
• Authors: Rimantas Rudzkis, Mindaugas Kavaliauskas
• Keywords: Bandwidth Selection, INFORMATICALT 1998, Kernel Density Estimation, Multiplicative Bias Correction