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Bandwidth Selectors for Kernel Density Estimation

  • Artur GramackiEmail author
Chapter
Part of the Studies in Big Data book series (SBD, volume 37)

Abstract

This chapter describes the most popular bandwidth selection methods (also known as bandwidth selectors). It starts with a description of the constrained and unconstrained bandwidth selectors and moves on to an overview of the three major types of selectors (that is: rule-of-thumb (ROT), cross-validation (CV) and plug-in (PI) selectors). The next part of the chapter is devoted to describing these selectors in more detail, both for the uni- and multivariate cases. Finally, a few numerical examples are given. The chapter is rounded off with a short section on the computational issues related to bandwidth selectors.

Copyright information

© Springer International Publishing AG 2018

Authors and Affiliations

  1. 1.Institute of Control and Computation EngineeringUniversity of Zielona GóraZielona GóraPoland

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