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On bandwidth selection in kernel density estimation

N. Ushakov and V. Ushakov

Journal of Nonparametric Statistics, 2012, vol. 24, issue 2, 419-428

Abstract: In this paper, we suggest a new method of bandwidth selection in kernel density estimation. The new selector is less subject to the undersmoothing effect than the AMISE (asymptotic mean integrated square error) optimal bandwidth.

Date: 2012
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DOI: 10.1080/10485252.2012.655734

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