Journal of the Korean Statistical Society

  • 제29권3호
  • /
  • Pages.307-313
  • /
  • 2000
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

A study on bandwith selection based on ASE for nonparametric density estimators

  • Kim, Tae-Yoon (Departemnt of Statistics, Keimyung University, Taegu 704-701)
  • 발행 : 2000.09.01
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초록

Suppose we have a set of data X1, ···, Xn and employ kernel density estimator to estimate the marginal density of X. in this article bandwith selection problem for kernel density estimator is examined closely. In particular the Kullback-Leibler method (a bandwith selection methods based on average square error (ASE)) is considered.

키워드

참고문헌

  1. Journal of Multivariate Analysis v.14 Central limit theorem for integrated error of multivariate nonparametric density estimation Hall, P.
  2. Probability Theory and Related Fileds v.74 Extent to which least equares corss validation minimises integrated square error in nonparametric density estimation Hall, P.;Marron, J.S.
  3. Journal of Statistical Planning and Inference v.64 Central limit theorem for quadratic errors of nonparametric estimators Kim, T.Y.
  4. Annals of Statistics v.15 A comparison of cross-validation techniques in density estimation Marron, J.S.
  5. Journal of Multivariate Analysis v.20 Random approximations to some measures of accuracy in nonparametric curve estmation Marron, J.S.;Hardle, W.