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Original Articles

On bandwidth selection in kernel density estimation

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Pages 419-428 | Received 09 Sep 2011, Accepted 05 Jan 2012, Published online: 06 Feb 2012
 

Abstract

In this paper, we suggest a new method of bandwidth selection in kernel density estimation. The new selector is less subject to the undersmoothing effect than the AMISE (asymptotic mean integrated square error) optimal bandwidth.

Acknowledgements

The authors thank two referees for the useful comments which improved the presentation of the paper. This research was supported in part by RFBR grant No. 11–01–00515a.

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