Accuracy of binned kernel functional approximations

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dc.contributor.author Gonzalez-Manteiga, W. en_US
dc.contributor.author Sanchez-Sellero, C. en_US
dc.contributor.author Wand, Matt en_US
dc.contributor.editor en_US
dc.date.accessioned 2014-04-03T01:04:32Z
dc.date.available 2014-04-03T01:04:32Z
dc.date.issued 1996 en_US
dc.identifier 2010000111 en_US
dc.identifier.citation Gonzalez-Manteiga, W., Sanchez-Sellero, C., and Wand, Matthew 1996, 'Accuracy of binned kernel functional approximations', Computational Statistics and Data Analysis, vol. 22, no. 1, pp. 1-16. en_US
dc.identifier.issn 0167-9473 en_US
dc.identifier.other C1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/21949
dc.description.abstract Virtually all common bandwidth selection algorithms are based on a certain type of kernel functional estimator. Such estimators can be computationally very expensive, so in practice they are often replaced by fast binned approximations. This is especially worthwhile when the bandwidth selection method involves iteration. Results for the accuracy of these approximations are derived and then used to provide an understanding of the number of binning grid points required to achieve a given level of accuracy. Our results apply to both univariate and multivariate settings. Multivariate contexts are of particular interest since the cost due to having a higher number of grid points can be quite significant. en_US
dc.language en_US
dc.publisher Elsevier en_US
dc.relation.isbasedon http://dx.doi.org/10.1016/0167-9473(96)88030-3 en_US
dc.title Accuracy of binned kernel functional approximations en_US
dc.parent Computational Statistics and Data Analysis en_US
dc.journal.volume 22 en_US
dc.journal.number 1 en_US
dc.publocation Netherlands en_US
dc.identifier.startpage 1 en_US
dc.identifier.endpage 16 en_US
dc.cauo.name SCI.Mathematical Sciences en_US
dc.conference Verified OK en_US
dc.for 010400 en_US
dc.personcode 0000071033 en_US
dc.personcode 0000071034 en_US
dc.personcode 110509 en_US
dc.percentage 100 en_US
dc.classification.name Statistics en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords bandwidth selection; binned kernel estimator; density estimation; kernel estimator ; SQUARED DENSITY DERIVATIVES; CROSS-VALIDATION; HISTOGRAMS; ESTIMATORS; CHOICE en_US
dc.staffid 110509 en_US


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