Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data

Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data

This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of mean summed square error. Simulation results show that the plug-in bandwidths perform well, relative to cross-validated bandwidths, in non-uniform designs. We further find that plug-i...

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Bibliographic Details
Main Authors: Chi-Yang Chu, Daniel J. Henderson, Christopher F. Parmeter
Format: Article
Language:English
Published: MDPI AG 2015-03-01
Series:Econometrics
Subjects:
nonparametric
kernel
discrete variable
bandwidth selection
plug-in
Online Access:http://www.mdpi.com/2225-1146/3/2/199

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