Choosing the window width when estimating a density

作者：B. W. Silverman · 发表于：Biometrika · 年份：1978 · DOI：10.1093/biomet/65.1.1 · 被引用次数：141 · 研究领域：Advanced Statistical Methods and Models、Statistical Methods and Inference、Statistical Methods and Bayesian Inference

A practical method is discussed for determining the amount of smoothing when using the kernel method to estimate a probability density from independent identically distributed observations. Both the univariate and the multivariate cases are considered. The method is illustrated by the analysis of several sets of data; the theoretical motivation and justification are also provided.