ON A ROLE OF A SCALE PARAMETER WHEN USING THE GAUSSIAN KERNEL DENSITY ESTIMATOR - Collections

＜journal article＞
ON A ROLE OF A SCALE PARAMETER WHEN USING THE GAUSSIAN KERNEL DENSITY ESTIMATOR

Creator	Creator Name Takeuchi, Hiroyuki 竹内, 宏行 Affiliation Affiliation Name Department of Economics, Tokyo International University 東京国際大学経済学科
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	1996-03
Source Title	Bulletin of informatics and cybernetics
Vol	28
Issue	1
First Page	1
Last Page	13
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/13450
Related DOI	Bulletin of informatics and cybernetics \|\| 28(1) \|\| p1-13
Related DOI	http://bic.math.kyushu-u.ac.jp/
Related URI	Bulletin of informatics and cybernetics \|\| 28(1) \|\| p1-13
Related URI	http://bic.math.kyushu-u.ac.jp/
Relation	Bulletin of informatics and cybernetics \|\| 28(1) \|\| p1-13
Relation	http://bic.math.kyushu-u.ac.jp/
Abstract	It seems that the curve of the Gaussian kernel density estimate is often flat as compared with that of true p.d.f., although its window width has been chosen suitably. This flatness sometimes causes a... bad kernel estimate of density. In this paper we shall introduce a scale parameter into true p.d.f. to show the flatness of the curve of Gaussian kernel density estimate. We study the asymptotic properties of the scale parameter to propose a modified kernel density estimator. Some simulations show a superiority of the estimator.show more

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