A note on the e–a histogram

T.H. Kirschenmann, P. Damien and S.G. Walker

Statistics & Probability Letters, 2015, vol. 103, issue C, 105-109

Abstract: The e–a histogram dominates, under square error loss, a fixed bin width histogram when both are assigned the same number of bins. That is, the fixed bin width histogram is inadmissible and the dominating alternative is the e–a histogram.

Keywords: Bin width; Histogram; Quantile; Random mass (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.04.021

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