A data-based algorithm for choosing the window width when estimating the density at a point

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33 Scopus citations

Abstract

When implementing any density estimator, the problem of choosing the smoothing parameter has to be faced. This paper describes a data-based algorithm which chooses the window width for a kernel estimator of the density at a point. The performance of the resulting window width is evaluated using Monte Carlo methods.

Original languageEnglish
Pages (from-to)229-238
Number of pages10
JournalComputational Statistics and Data Analysis
Volume1
Issue numberC
DOIs
StatePublished - Mar 1983

Keywords

  • Density estimation
  • Monte Carlo simulation
  • Smoothing Parameter

ASJC Scopus subject areas

  • Statistics and Probability
  • Computational Mathematics
  • Computational Theory and Mathematics
  • Applied Mathematics

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