Interactive local bandwidth choice

  • Authors:
  • J. S. Marron;F. Udina

  • Affiliations:
  • CSIRO Division of Mathematics and Statistics, Locked Bag 17 North Ryde, NSW 2113 Australia (research done while on leave from the University of North Carolina). marron@stat.unc.edu Current address ...;Departament d‘Economía, Universitat Pompeu Fabra, R. Trias Fargas 25-27, 08005 Barcelona, Spain. udina@upf.es

  • Venue:
  • Statistics and Computing
  • Year:
  • 1999

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Abstract

A tool for user choice of the local bandwidth function for kernel density and nonparametric regression estimates is developed using KDE, a graphical object-oriented package for interactive kernel density estimation written in LISP-STAT. The bandwidth function is a parameterized spline, whose knots are manipulated by the user in one window, while the resulting estimate appears in another window. A real data illustration of this method raises concerns, because an extremely large family of estimates is available. Suggestions are made to overcome this problem so that this tool can be used effectively for presenting final results of a data analysis.