DATABASED CHOICE OF THE SMOOTHING PARAMETER FOR A KERNEL DENSITY ESTIMATOR Academic Article

abstract

• The problem of optimally choosing the smoothing parameter of a Fourier integral density estimator (FIE) is addressed. A new databased method of so doing is shown to be related to, but an improvement over, the method of Davis (1981). It is shown that Davis' method does not lead to consistent estimation of certain, principally multimodal, densities. In a simulation study involving the bimodal mixture of two normal densities, the new method is seen to represent a substantial improvement. Copyright 1985, Wiley Blackwell. All rights reserved

authors

• Hart, Jeffrey

published proceedings

• Australian & New Zealand Journal of Statistics

author list (cited authors)

• Hart, J. D.

citation count

• 3

complete list of authors

• Hart, Jeffrey D

publication date

• January 1985

publisher

• Wiley  Publisher

published in

• Australian and New Zealand Journal of Statistics  Journal

Digital Object Identifier (DOI)

• 10.1111/j.1467-842x.1985.tb00546.x

start page

• 44

end page

• 52

volume

• 27

issue

• 1

URL

• http%3A%2F%2Fdx.doi.org%2F10.1111%2Fj.1467-842x.1985.tb00546.x