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Journal of the American Statistical Association Volume 91, 1996 - Issue 433
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General: Review Paper

A Brief Survey of Bandwidth Selection for Density Estimation

M. C. Jones Department of Statistics, The Open University, Milton Keynes, MK7 6AA, United Kingdom
,
J. S. Marron Department of Statistics, University of North Carolina, Chapel Hill, NC, 27599
&
S. J. Sheather Australian Graduate School of Management, University of New South Wales, Sydney, NSW, 2052, Australia
Pages 401-407 | Received 01 Jun 1992, Published online: 27 Feb 2012
 
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Abstract

There has been major progress in recent years in data-based bandwidth selection for kernel density estimation. Some “second generation” methods, including plug-in and smoothed bootstrap techniques, have been developed that are far superior to well-known “first generation” methods, such as rules of thumb, least squares cross-validation, and biased cross-validation. We recommend a “solve-the-equation” plug-in bandwidth selector as being most reliable in terms of overall performance. This article is intended to provide easy accessibility to the main ideas for nonexperts.

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