Canonical kernels for density estimation

J. S. Marron and D. Nolan

Statistics & Probability Letters, 1988, vol. 7, issue 3, 195-199

Abstract: The kernel function in density estimation is uniquely determined up to a scale factor. In this paper, we advocate one particular rescaling of a kernel function, called the canonical kernel, because it is the only version which uncouples the problems of choice of kernel and choice of scale factor. This approach is useful for both pictorial comparison of kernel density estimators and for optimal kernel theory.

Keywords: canonical; kernels; density; estimation; optimal; kernels; smoothing (search for similar items in EconPapers)
Date: 1988
References: Add references at CitEc
Citations: View citations in EconPapers (23) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(88)90050-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:7:y:1988:i:3:p:195-199

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).