Bruce E. Hansen

"Bandwidth Selection for Nonparametric Distribution Estimation"

May 2004


The mean-square efficiency of cumulative distribution function estimation can be improved through kernel smoothing. We propose a plug-in bandwidth rule, which minimizes an estimate of the asymptotic mean integrated squared error.

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Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111. Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.