The Annals of Statistics
- Ann. Statist.
- Volume 16, Number 1 (1988), 161-173.
Choice of Kernel Order in Density Estimation
The selection of the order, i.e., number of vanishing moments, of the kernel in a kernel density estimator is considered from two points of view. First, theoretical properties are investigated by a mean integrated squared error analysis of the problem. Second, and perhaps more importantly, cross validation is proposed as a practical method of choice, and theoretical backing for this is provided through an asymptotic optimality result.
Ann. Statist., Volume 16, Number 1 (1988), 161-173.
First available in Project Euclid: 12 April 2007
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Hall, Peter; Marron, J. S. Choice of Kernel Order in Density Estimation. Ann. Statist. 16 (1988), no. 1, 161--173. doi:10.1214/aos/1176350697. https://projecteuclid.org/euclid.aos/1176350697