On the minimization of absolute distance in kernel density estimation

Peter Hall and Matthew P. Wand

Statistics & Probability Letters, 1988, vol. 6, issue 5, 311-314

Abstract: We given an algorithm for determining the window-size which minimizes mean absolute distance in kernel density estimation and discuss the practical implications of our results.

Keywords: kernel; estimator; L1; distance; mean; absolute; error; nonparametric; density; estimation; optimal; window-size (search for similar items in EconPapers)
Date: 1988
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Citations: View citations in EconPapers (3)

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