One Value of Smoothing Parameter vs Interval of Smoothing Parameter Values in Kernel Density Estimation
Ad hoc methods in the choice of smoothing parameter in kernel density estimation, although often used in practice due to their simplicity and hence the calculated efficiency, are characterized by quite big error. The value of the smoothing parameter chosen by Silverman method is close to optimal v...
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| Format: | Article |
| Language: | English |
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Lodz University Press
2017-12-01
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| Series: | Acta Universitatis Lodziensis. Folia Oeconomica |
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| Online Access: | https://czasopisma.uni.lodz.pl/foe/article/view/952 |