On the non-consistency of an estimate of Chiu

Luc Devroye

Statistics & Probability Letters, 1994, vol. 20, issue 3, 183-188

Abstract: We show that for some densities, a bandwidth selection method of Chiu (1991) for kernel density estimates is not consistent. While the method shows promise for some densities, it should be used with caution.

Keywords: Density; estimation; Kernel; estimate; Convergence; Smoothing; factor; Bandwidth; selection; Empirical; characteristic; function; Nonparametric; estimation (search for similar items in EconPapers)
Date: 1994
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(94)90040-X
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:20:y:1994:i:3:p:183-188

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 ().