A brief survey of bandwidth selection for density estimation. (English) Zbl 0873.62040

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

J. Am. Stat. Assoc. 91, No. 433, 401-407 (1996).

Summary: 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.

MSC:

62G07

Density estimation

Keywords:

survey; solve-the-equation plug-in bandwidth selector; curve estimation; smoothing parameter selection; data-based bandwidth selection; kernel density estimation

Software:

KernSmooth