A Brief Survey of Bandwidth Selection for Density Estimation

A Brief Survey of Bandwidth Selection for Density Estimation
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DOI:
10.1080/01621459.1996.10476701
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发表时间:
1996-03
影响因子:
3.7
通讯作者:
M. C. Jones;J. Marron;S. Sheather
M. C. Jones;J. Marron;S. Sheather
中科院分区:
数学1区
文献类型:
--
作者:
M. C. Jones;J. Marron;S. Sheather

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摘要近年来在基于数据的带宽选择方面取得了一些“第二代”方法,包括插件和平滑的引导技术。 ”方法,例如拇指规则,最小二乘交叉验证和偏见的交叉验证。整体表演旨在为非秘书提供易于访问的主要想法。
Abstract There has been major progress in recent years in data-based bandwidth selection for kernel density estimation. Some “second generation” methods, including plug-in and smoothed bootstrap techniques, have been developed that are far superior to well-known “first generation” methods, such as rules of thumb, least squares cross-validation, and biased cross-validation. We recommend a “solve-the-equation” plug-in bandwidth selector as being most reliable in terms of overall performance. This article is intended to provide easy accessibility to the main ideas for nonexperts.