The L2-optimal cell width for the histogram

We give the value of the cell width which minimizes the integrated mean squared error of the histogram estimate of a multivariate density.

Year of publication:	1985
Authors:	Lecoutre, Jean-Pierre
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 6, p. 303-306
Publisher:	Elsevier
Keywords:	nonparametric density estimation histogram estimate integrated mean squared error optimal cell width

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

Persistent link: https://www.econbiz.de/10005053169