Journal of nonparametric statistics · 2012 · 11 citations · 8 references
Natural SciencesElectrical EngineeringEconometricsOptimizationStatistical LearningDensity EstimationEstimation TheoryKernel Density EstimationKernel MethodsBandwidthBandwidth SelectionOptimal Bandwidth ChoiceOptimal Bandwidth Selection
In this paper, we suggest a new method of bandwidth selection in kernel density estimation. The new selector is less subject to the undersmoothing effect than the AMISE (asymptotic mean integrated square error) optimal bandwidth.
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Exact Mean Integrated Squared Error
J. S. Marron, M. P. Wand · The Annals of Statistics · 1992 · 765 citations · Full text
Automatic smoothing parameter selection: A survey
J. S. Marron · Empirical Economics · 1988 · 197 citations
Michael Woodroofe · The Annals of Mathematical Statistics · 1970 · 176 citations · Full text