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On the Accuracy of Binned Kernel Density Estimators


  • Hall, Peter
  • Wand, M. P.


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.

Suggested Citation

  • Hall, Peter & Wand, M. P., 1996. "On the Accuracy of Binned Kernel Density Estimators," Journal of Multivariate Analysis, Elsevier, vol. 56(2), pages 165-184, February.
  • Handle: RePEc:eee:jmvana:v:56:y:1996:i:2:p:165-184

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    Cited by:

    1. Koo, Ja-Yong & Kooperberg, Charles, 2000. "Logspline density estimation for binned data," Statistics & Probability Letters, Elsevier, vol. 46(2), pages 133-147, January.
    2. Jan G. de Gooijer & Ao Yuan, 2011. "Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data," Tinbergen Institute Discussion Papers 11-011/4, Tinbergen Institute.
    3. Holmström, Lasse, 2000. "The Accuracy and the Computational Complexity of a Multivariate Binned Kernel Density Estimator," Journal of Multivariate Analysis, Elsevier, vol. 72(2), pages 264-309, February.
    4. Sain, Stephan R., 2002. "Multivariate locally adaptive density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 39(2), pages 165-186, April.
    5. Tang, Qingguo & Karunamuni, Rohana J., 2016. "Fast and accurate computation for kernel estimators," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 49-62.
    6. repec:eee:ecomod:v:222:y:2011:i:3:p:573-579 is not listed on IDEAS
    7. Kozek, A. S. & Yin, J., 2004. "On Gauss quadrature and partial cross validation," Computational Statistics & Data Analysis, Elsevier, vol. 45(3), pages 431-448, April.
    8. Adriano Z. Zambom & Ronaldo Dias, 2013. "A Review of Kernel Density Estimation with Applications to Econometrics," International Econometric Review (IER), Econometric Research Association, vol. 5(1), pages 20-42, April.
    9. Ignacio García-Jurado, 2008. "Comments on: Transversality of the Shapley value," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 51-53, July.
    10. Gonzalez-Manteiga, W. & Sanchez-Sellero, C. & Wand, M. P., 1996. "Accuracy of binned kernel functional approximations," Computational Statistics & Data Analysis, Elsevier, vol. 22(1), pages 1-16, June.
    11. Meintanis, S. & Ushakov, N. G., 2004. "Binned goodness-of-fit tests based on the empirical characteristic function," Statistics & Probability Letters, Elsevier, vol. 69(3), pages 305-314, September.
    12. Hegland, Markus & McIntosh, Ian & Turlach, Berwin A., 1999. "A parallel solver for generalised additive models," Computational Statistics & Data Analysis, Elsevier, vol. 31(4), pages 377-396, October.
    13. repec:spr:testjl:v:26:y:2017:i:3:d:10.1007_s11749-017-0523-9 is not listed on IDEAS


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