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題 名 | On the Existence and Limit Behavior of the Optimal Bandwidth for Kernel Density Estimation |
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作 者 | Chacón, J. E.; Montanero, J.; Nogales, A. G.; Pérez, P.; | 書刊名 | Statistica Sinica |
卷 期 | 17:1 2007.01[民96.01] |
頁 次 | 頁289-300 |
分類號 | 319.5 |
關鍵詞 | Kernel density estimator; Mean integrated squared error; Optimal bandwidth; Superkernel; Sinc kernel; |
語 文 | 英文(English) |
英文摘要 | We prove, under mild conditions, the existence of a minimizer of the exact mean integrated square error of a kernel density estimator as a function of the bandwidth. When it exists, we also show some expected limit properties of this optimal bandwidth; in fact, for two common situations, Theorem 3 gives he exact value for the limit. Surprisingly, in some special cases (when using superkernels or the sinc kernel for estimating some classes of densities), this limit is strictly positive and a global zero-bias bandwidth can be chosen. |
本系統中英文摘要資訊取自各篇刊載內容。