An improved data-based algorithm for choosing the window width when estimating the density at a point
Computational Statistics & Data AnalysisPublished 1 June 1986
Simon J. Sheather
Citations56
SJR quartileQ1
SJR score0.89
SNIP1.38
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Abstract
Sheather [3] proposed a data-based algorithm for choosing the window width when estimating the density at a point by a kernel estimator. Unfortunately, for some densities the windows widths produced by the algorithm have considerable bias. More importantly the resulting density estimator is not scale invariant. In this note we show how a modification to the algorithm overcomes these two problems.
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Computer ScienceMathematics
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Computational Statistics & Data AnalysisA data-based algorithm for choosing the window width when estimating the density at a point
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A data-based algorithm which chooses the window width for a kernel estimator of the density at a point and the performance of the resulting window width is evaluated using Monte Carlo methods.
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