A note on the choice of the smoothing parameter in the kernel dinsity estimate

Among different density estimation procedures, the kernel density estimation has attracted the most attention. In this paper, the choices for smoothing parameter is discussed when the widely used Gaussian kernel is used in implementing the kernel density estimate. A simulation study is conducted fro...

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Главные авторы: Froelich, Daniel F., Rahman, Mezbahur
Формат: Статья
Язык:English
Опубликовано: BRAC University 2010
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Online-ссылка:http://hdl.handle.net/10361/451
id 10361-451
record_format dspace
spelling 10361-4512019-09-29T05:47:54Z A note on the choice of the smoothing parameter in the kernel dinsity estimate Froelich, Daniel F. Rahman, Mezbahur Bias Mean integrated squared error Newton Rapson Method Among different density estimation procedures, the kernel density estimation has attracted the most attention. In this paper, the choices for smoothing parameter is discussed when the widely used Gaussian kernel is used in implementing the kernel density estimate. A simulation study is conducted from several mixtures of normal distributions covering a wide range of distributional shapes. 2010-10-11T06:08:23Z 2010-10-11T06:08:23Z 2009 Article http://hdl.handle.net/10361/451 en BRAC University Journal, BRAC University;Vol.6, No.1,pp. 59-68 application/pdf BRAC University
institution Brac University
collection Institutional Repository
language English
topic Bias
Mean integrated squared error
Newton Rapson Method
spellingShingle Bias
Mean integrated squared error
Newton Rapson Method
Froelich, Daniel F.
Rahman, Mezbahur
A note on the choice of the smoothing parameter in the kernel dinsity estimate
description Among different density estimation procedures, the kernel density estimation has attracted the most attention. In this paper, the choices for smoothing parameter is discussed when the widely used Gaussian kernel is used in implementing the kernel density estimate. A simulation study is conducted from several mixtures of normal distributions covering a wide range of distributional shapes.
format Article
author Froelich, Daniel F.
Rahman, Mezbahur
author_facet Froelich, Daniel F.
Rahman, Mezbahur
author_sort Froelich, Daniel F.
title A note on the choice of the smoothing parameter in the kernel dinsity estimate
title_short A note on the choice of the smoothing parameter in the kernel dinsity estimate
title_full A note on the choice of the smoothing parameter in the kernel dinsity estimate
title_fullStr A note on the choice of the smoothing parameter in the kernel dinsity estimate
title_full_unstemmed A note on the choice of the smoothing parameter in the kernel dinsity estimate
title_sort note on the choice of the smoothing parameter in the kernel dinsity estimate
publisher BRAC University
publishDate 2010
url http://hdl.handle.net/10361/451
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AT rahmanmezbahur anoteonthechoiceofthesmoothingparameterinthekerneldinsityestimate
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AT rahmanmezbahur noteonthechoiceofthesmoothingparameterinthekerneldinsityestimate
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