Canonical kernels for density estimation. (English) Zbl 0662.62035
The kernel function in density estimation is uniquely determined up to a scale factor. In this paper, we advocate one particular rescaling of a kernel function, called the canonical kernel, because it is the only version which uncouples the problems of choice of kernel and choice of scale factor. This approach is useful for both pictoral comparison of kernel density estimators and for optimal kernel theory.
MSC:
| 62G05 | Nonparametric estimation |
Keywords:
smoothing; rescaling; canonical kernel; choice of kernel; choice of scale factor; comparison of kernel density estimators; optimal kernelReferences:
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