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On the Accuracy of Binned Kernel Density Estimators

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  • Hall, Peter.
  • Wand, M.P.

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.

Suggested Citation

  • Hall, Peter. & Wand, M.P., "undated". "On the Accuracy of Binned Kernel Density Estimators," Statistics Working Paper 93003, Australian Graduate School of Management.
    • Handle: RePEc:wop:agsmst:93003
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    Cited by:

    1. Berwin A. TURLACH, "undated". "Bandwidth selection in kernel density estimation: a rewiew," Statistic und Oekonometrie 9307, Humboldt Universitaet Berlin.

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