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On the non-consistency of an estimate of Chiu

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  • Devroye, Luc

Abstract

We show that for some densities, a bandwidth selection method of Chiu (1991) for kernel density estimates is not consistent. While the method shows promise for some densities, it should be used with caution.

Suggested Citation

  • Devroye, Luc, 1994. "On the non-consistency of an estimate of Chiu," Statistics & Probability Letters, Elsevier, vol. 20(3), pages 183-188, June.
    • Handle: RePEc:eee:stapro:v:20:y:1994:i:3:p:183-188
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    Cited by:

    1. Duc Devroye & J. Beirlant & R. Cao & R. Fraiman & P. Hall & M. Jones & Gábor Lugosi & E. Mammen & J. Marron & C. Sánchez-Sellero & J. Uña & F. Udina & L. Devroye, 1997. "Universal smoothing factor selection in density estimation: theory and practice," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(2), pages 223-320, December.

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