Artikel
Plug-in bandwidth selection for kernel density estimation with discrete data
This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of mean summed square error. Simulation results show that the plug-in bandwidths perform well, relative to cross-validated bandwidths, in non-uniform designs. We further find that plug-in bandwidths are relatively small. Several empirical examples show that the plug-in bandwidths are typically similar in magnitude to their cross-validated counterparts.
- Language
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Englisch
- Bibliographic citation
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Journal: Econometrics ; ISSN: 2225-1146 ; Volume: 3 ; Year: 2015 ; Issue: 2 ; Pages: 199-214 ; Basel: MDPI
- Classification
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Wirtschaft
Semiparametric and Nonparametric Methods: General
- Subject
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nonparametric
kernel
discrete variable
bandwidth selection
plug-in
- Event
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Geistige Schöpfung
- (who)
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Chu, Chi-Yang
Henderson, Daniel J.
Parmeter, Christopher F.
- Event
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Veröffentlichung
- (who)
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MDPI
- (where)
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Basel
- (when)
-
2015
- DOI
-
doi:10.3390/econometrics3020199
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Chu, Chi-Yang
- Henderson, Daniel J.
- Parmeter, Christopher F.
- MDPI
Time of origin
- 2015
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