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On the Accuracy of Binned Kernel Density Estimators

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  • Hall, Peter.
  • Wand, M.P.
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    Abstract

    The accuracy of the binned kernel density estimator is studied for general binning rules. We derive mean squared error results for the closeness of this estimator to both the true density and the unbinned kernel estimator. The binning rule and smoothness of the kernel function are shown to influence the accuracy of the binned kernel estimators.Our results are used to compare commonly used binning rules, and to determine the minimum grid size required to obtain a given level of accuracy.

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    Bibliographic Info

    Paper provided by Australian Graduate School of Management in its series Statistics Working Paper with number 93003.

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    Handle: RePEc:wop:agsmst:93003

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    Web page: http://www.agsm.edu.au/
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