Gram-Charlier A Series Based Extended Rule-of-Thumb for Bandwidth Selection in Univariate Kernel Density Estimation
Bandwidth parameter estimation in univariate Kernel Density Estimation has traditionally two approaches. Rule(s)-of-Thumb (ROT) achieve ‘quick and dirty’ estimations with some specific assumption for an unknown density. More accurate solve-the-equation-plug-in (STEPI) rules have almost no direct as...
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| Format: | Article |
| Language: | English |
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Austrian Statistical Society
2022-08-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | https://ajs.or.at/index.php/ajs/article/view/1204 |