The L2-optimal cell width for the histogram

Jean-Pierre Lecoutre

Statistics & Probability Letters, 1985, vol. 3, issue 6, 303-306

Abstract: We give the value of the cell width which minimizes the integrated mean squared error of the histogram estimate of a multivariate density.

Keywords: nonparametric; density; estimation; histogram; estimate; integrated; mean; squared; error; optimal; cell; width (search for similar items in EconPapers)
Date: 1985
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