A short note on optimal bandwidth selection for kernel estimators

Enno Mammen

Statistics & Probability Letters, 1990, vol. 9, issue 1, 23-25

Abstract: For kernel estimators of an unknown density it has been proposed to use a data-based bandwidth which is as close to the (nonrandom, unknown) minimiser of the Mean Integrated Squared Error as possible. In this note it will be shown that this strategy of bandwidth selection is not optimal.

Keywords: Nonparametric; density; estimation; kernel; estimator; bandwidth; selection (search for similar items in EconPapers)
Date: 1990
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Citations: View citations in EconPapers (6)

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