By Luc Devroye
Density estimation has developed greatly because the days of bar plots and histograms, yet researchers and clients are nonetheless being affected by the matter of the choice of the bin widths. This publication is the 1st to discover a brand new paradigm for the data-based or automated choice of the unfastened parameters of density estimates typically in order that the predicted mistakes is inside a given consistent a number of of the very best errors. The paradigm can be utilized in approximately all density estimates and for many version choice difficulties, either parametric and nonparametric.
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