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INFORMATICALT
1998

On Local Bandwidth Selection for Density Estimation

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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.
Rimantas Rudzkis, Mindaugas Kavaliauskas
Added 22 Dec 2010
Updated 22 Dec 2010
Type Journal
Year 1998
Where INFORMATICALT
Authors Rimantas Rudzkis, Mindaugas Kavaliauskas
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