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Choosing the Kernel Order

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Combinatorial Methods in Density Estimation

Part of the book series: Springer Series in Statistics ((SSS))

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Abstract

Using the notation K h (·) to denote (1/h)K(·/h), let the univariate kernel estimate with bandwidth h > 0 and kernel K be

$$ {f_{n,K,h}}(x) = \frac{1}{n}\sum\limits_{i = 1}^n {{K_h}} (x - {X_i}).$$

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Authors and Affiliations

  1. Computer Science Department, McGill University, Montreal, Quebec, H3A 2K6, Canada

    Luc Devroye

  2. Facultat de Ciencies Economiques, Universitat Pompeu Fabra, Ramon Trias Fargas, 25-27, 08005, Barcelona, Spain

    Gábor Lugosi

Authors
  1. Luc Devroye
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  2. Gábor Lugosi
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© 2001 Springer Science+Business Media New York

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Devroye, L., Lugosi, G. (2001). Choosing the Kernel Order. In: Combinatorial Methods in Density Estimation. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-0125-7_16

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  • DOI: https://doi.org/10.1007/978-1-4613-0125-7_16

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-6527-6

  • Online ISBN: 978-1-4613-0125-7

  • eBook Packages: Springer Book Archive

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