Canonical kernels for density estimation
type: Item
instance of: scholarly article
title: Canonical kernels for density estimation
zbMATH Open document ID: 0662.62035
DOI: 10.1016/0167-7152(88)90050-8
published in: Statistics \& Probability Letters
publication date: 1988-01-01T00:00:00Z
review text: The kernel function in density estimation is uniquely determined up to a scale factor. In this paper, we advocate one particular rescaling of a kernel function, called the canonical kernel, because it is the only version which uncouples the problems of choice of kernel and choice of scale factor. This approach is useful for both pictoral comparison of kernel density estimators and for optimal kernel theory.
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 4082731
zbMATH Keywords: smoothing
zbMATH Keywords: rescaling
zbMATH Keywords: canonical kernel
zbMATH Keywords: choice of kernel
zbMATH Keywords: choice of scale factor
zbMATH Keywords: comparison of kernel density estimators
zbMATH Keywords: optimal kernel
author: J. S. Marron
author: Deborah Nolan
MaRDI profile type: Publication
full work available at URL: 0167-7152(88)90050-8
OpenAlex ID: W2037489600
cites work: Q5563807
cites work: Q3692629
cites work: Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
cites work: On the amount of noise inherent in bandwidth selection for a kernel density estimator
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cites work: Q4727203
description: scientific article; zbMATH DE number 4082731