On correcting for variance inflation in kernel density estimation

DOI10.1016/0167-9473(91)90049-8zbMath0850.62344OpenAlexW2010627438MaRDI QIDQ1896048

M. C. Jones

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(91)90049-8

zbMATH Keywords

mean integrated squared errorbimodalityskewnessexploratory data analysisnormal density

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items

Optimizing the smoothed bootstrap, Bandwidth selection in pre-smoothed particle filters, On close relations of local likelihood density estimation, Predictive Inference Based on Markov Chain Monte Carlo Output, Approximate inference of the bandwidth in multivariate kernel density estimation, Testing for multimodality, Attributing a probability to the shape of a probability density, Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors

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