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A note on the e–a histogram

Author

Listed:
  • Kirschenmann, T.H.
  • Damien, P.
  • Walker, S.G.

Abstract

The e–a histogram dominates, under square error loss, a fixed bin width histogram when both are assigned the same number of bins. That is, the fixed bin width histogram is inadmissible and the dominating alternative is the e–a histogram.

Suggested Citation

  • Kirschenmann, T.H. & Damien, P. & Walker, S.G., 2015. "A note on the e–a histogram," Statistics & Probability Letters, Elsevier, vol. 103(C), pages 105-109.
    • Handle: RePEc:eee:stapro:v:103:y:2015:i:c:p:105-109
    DOI: 10.1016/j.spl.2015.04.021
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    References listed on IDEAS

    as
    1. Luo Lu & Hui Jiang & Wing H. Wong, 2013. "Multivariate Density Estimation by Bayesian Sequential Partitioning," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1402-1410, December.
    2. Scott, David W. & Scott, Warren R., 2008. "Smoothed Histograms for Frequency Data on Irregular Intervals," The American Statistician, American Statistical Association, vol. 62, pages 256-261, August.
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