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March, 1988 Choice of Kernel Order in Density Estimation
Peter Hall, J. S. Marron
Ann. Statist. 16(1): 161-173 (March, 1988). DOI: 10.1214/aos/1176350697

Abstract

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.

Citation

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Peter Hall. J. S. Marron. "Choice of Kernel Order in Density Estimation." Ann. Statist. 16 (1) 161 - 173, March, 1988. https://doi.org/10.1214/aos/1176350697

Information

Published: March, 1988
First available in Project Euclid: 12 April 2007

zbMATH: 0637.62035
MathSciNet: MR924863
Digital Object Identifier: 10.1214/aos/1176350697

Subjects:
Primary: 62G05
Secondary: 62E20

Rights: Copyright © 1988 Institute of Mathematical Statistics

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Vol.16 • No. 1 • March, 1988
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