On the minimization of absolute distance in kernel density estimation

We given an algorithm for determining the window-size which minimizes mean absolute distance in kernel density estimation and discuss the practical implications of our results.

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Year of publication:	1988
Authors:	Hall, Peter ; Wand, Matthew P.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 6.1988, 5, p. 311-314
Publisher:	Elsevier
Keywords:	kernel estimator L1 distance mean absolute error nonparametric density estimation optimal window-size

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254639