作者：SHEATHER, SJ; JONES, MC
作者单位：International Business Machines (IBM); IBM USA; University of New South Wales Sydney
摘要：We present a new method for data-based selection of the bandwidth in kernel density estimation which has excellent properties. It improves on a recent procedure of Park and Marron (which itself is a good method) in various ways. First, the new method has superior theoretical performance; second, it also has a computational advantage; third, the new method has reliably good performance for smooth densities in simulations, performance that is second to none in the existing literature. These meth...
