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Finite sample properties of an adaptive density estimator

✍ Scribed by Sørbye, Sigrunn Holbek; Godtliebsen, Fred


Book ID
126737391
Publisher
Taylor and Francis Group
Year
2002
Tongue
English
Weight
205 KB
Volume
14
Category
Article
ISSN
1048-5252

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An assessment of finite sample performan
✍ Mark Farmen; J.S. Marron 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 328 KB

Kernel density estimation is a powerful tool for exploratory data analysis. Adaptive methods can improve the appearance of these curve estimates by smoothing away spurious "wiggles". The ÿnite sample performance of several location dependent bandwidths is studied by simulation. The mean integrated s