On Local Bandwidth Selection for Density Estimation
Volume 9, Issue 4 (1998), pp. 479–490
Pub. online: 1 January 1998
Type: Research Article
Received
1 June 1998
1 June 1998
Published
1 January 1998
1 January 1998
Abstract
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.