Bandwidth Selection for Recursive Kernel Density Estimators Defined by Stochastic Approximation Method
We propose an automatic selection of the bandwidth of the recursive kernel estimators of a probability density function defined by the stochastic approximation algorithm introduced by Mokkadem et al. (2009a). We showed that, using the selected bandwidth and the stepsize which minimize the MISE (mean...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2014-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2014/739640 |