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A note on the choice of the smoothing parameter in the kernel dinsity estimate

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dc.contributor.author Froelich, Daniel F.
dc.contributor.author Rahman, Mezbahur
dc.date.accessioned 2010-10-11T06:08:23Z
dc.date.available 2010-10-11T06:08:23Z
dc.date.issued 2009
dc.identifier.uri http://hdl.handle.net/10361/451
dc.description.abstract Among different density estimation procedures, the kernel density estimation has attracted the most attention. In this paper, the choices for smoothing parameter is discussed when the widely used Gaussian kernel is used in implementing the kernel density estimate. A simulation study is conducted from several mixtures of normal distributions covering a wide range of distributional shapes. en_US
dc.language.iso en en_US
dc.publisher BRAC University en_US
dc.relation.ispartofseries BRAC University Journal, BRAC University;Vol.6, No.1,pp. 59-68
dc.subject Bias en_US
dc.subject Mean integrated squared error en_US
dc.subject Newton Rapson Method en_US
dc.title A note on the choice of the smoothing parameter in the kernel dinsity estimate en_US
dc.type Article en_US


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