【摘 要】
：
The kernel density estimation is the most popular method in density estimation.The main issue is bandwidth selection, which is a hot topic and is still frus
【机 构】
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School of Mathematics and Statistics, Yunnan University
【出 处】
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IMS-China International Conference on Statistics and Probabi
论文部分内容阅读
The kernel density estimation is the most popular method in density estimation.The main issue is bandwidth selection, which is a hot topic and is still frustrating statisticians.The generalized least squares cross-validation bandwidth selector is proposed, which significantly improves the classical selector for its variability and under smoothing, adapts to different kinds of densities, and outperforms the existing bandwidth selectors in statistical literature and software.
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