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On the Accuracy of Binned Kernel Density Estimators

✍ Scribed by Peter Hall; M.P. Wand

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
515 KB
Volume
56
Category
Article
ISSN
0047-259X

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✦ Synopsis

The accuracy of the binned kernel density estimator is studied for general binning rules. We derive mean squared error results for the closeness of this estimator to both the true density and the unbinned kernel estimator. The binning rule and smoothness of the kernel function are shown to influence the accuracy of the binned kernel estimators. Our results are used to compare commonly used binning rules, and to determine the minimum grid size required to obtain a given level of accuracy.

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