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.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Econometrics ; ISSN: 2225-1146 ; Volume: 3 ; Year: 2015 ; Issue: 2 ; Pages: 199-214 ; Basel: MDPI
- Klassifikation
-
Wirtschaft
Semiparametric and Nonparametric Methods: General
- Thema
-
nonparametric
kernel
discrete variable
bandwidth selection
plug-in
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Chu, Chi-Yang
Henderson, Daniel J.
Parmeter, Christopher F.
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
-
2015
- DOI
-
doi:10.3390/econometrics3020199
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Chu, Chi-Yang
- Henderson, Daniel J.
- Parmeter, Christopher F.
- MDPI
Entstanden
- 2015
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