论文信息 - Oversmoothed Nonparametric Density Estimates

Oversmoothed Nonparametric Density Estimates

Abstract The optimal histogram for a sample of size n from a density defined on the entire real line requires at least (2n)1/3 bins, under mild smoothness conditions. Similar bounds exist for the frequency polygon and kernel estimators. Values near these bounds give nearly optimal results for a variety of smooth densities, providing good, quick density estimates.

D. W. Scott | G. Terrell

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