文章基本信息

标题：Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data
本地全文：下载
作者：Chu, Chi-Yang ; Henderson, Daniel ; Parmeter, Christopher 等
期刊名称：Econometrics
印刷版ISSN：2225-1146
出版年度：2015
卷号：3
期号：2
页码：199-214
出版社：MDPI, Open Access Journal
摘要：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.
关键词：nonparametric; kernel; discrete variable; bandwidth selection; plug-in