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A Brief Survey of Bandwidth Selection for Density Estimation

1996; Volume: 91; Issue: 433 Linguagem: Inglês

10.1080/01621459.1996.10476701

1537-274X

M. C. Jones, J. S. Marron, Simon J. Sheather,

Sparse and Compressive Sensing Techniques

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.