Publication details
The Reference Density Method for Higher-Order Kernels
| Authors | |
|---|---|
| Year of publication | 2002 |
| Type | Article in Periodical |
| Magazine / Source | Journal of Electrical Engineering |
| MU Faculty or unit | |
| Citation | |
| Field | Applied statistics, operation research |
| Keywords | Kernel; density; estimate; optimal bandwidth; reference density method |
| Description | One of several methods of bandwidth choice in density estimation is the reference density method. The presented paper deals with this procedure. In the literature only the case k=2 is described for kernel of order k. This paper aimes to describe the cases for any even k. Therefore it can provide a powerfull data-based bandwidth selector. Finaly a small simulation study is included. |
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