THE REFERENCE DENSITY METHOD FOR HIGHER{ORDER KERNELS

Martin Řezáč

   One of several methods of bandwidth choice in density estimation is the reference density method. The presented paper deals with this proc edure. In the literature only the case k = 2 is described for kernel of order k . This paper aimes to describe the ases for any even k. Therefore it can provide a powerfull data-based bandwidth selector. Finally, a small simulation study is in cluded.

Keywords: 62G07, 30C40 kernel, density, estimate, optimal bandwidth, reference density method

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