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Biometrika 1979 66(3):663-667; doi:10.1093/biomet/66.3.663
© 1979 by Biometrika Trust
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Miscellanea

Generalizing the test graph method for estimating functions of an unknown density

RICHARD J. GRATTON

Department of Statistics, University of Newcastle upon Tyne

Silverman (1978a) proposed the test graph method for choosing the window width when estimating a probability density by the kernel method. This note generalizes the method when we are interested in estimating functions of the density. An example is given plus an outline of the theory.

Key Words: Density estimation • Kernel • Test graph


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