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dc.contributor.authorFroelich, Daniel F.
dc.contributor.authorRahman, Mezbahur
dc.date.accessioned2010-10-11T06:08:23Z
dc.date.available2010-10-11T06:08:23Z
dc.date.issued2009
dc.identifier.urihttp://hdl.handle.net/10361/451
dc.description.abstractAmong 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.isoenen_US
dc.publisherBRAC Universityen_US
dc.relation.ispartofseriesBRAC University Journal, BRAC University;Vol.6, No.1,pp. 59-68
dc.subjectBiasen_US
dc.subjectMean integrated squared erroren_US
dc.subjectNewton Rapson Methoden_US
dc.titleA note on the choice of the smoothing parameter in the kernel dinsity estimateen_US
dc.typeArticleen_US


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