Miscellanea |
A note on kernel polygons
Department of Mathematics, Tamkang University, Tamsui 251 Taiwan chien{at}math.tku.edu.tw, jswu{at}math.tku.edu.tw, yenjh{at}center.fjtc.edu.tw
Jones (1989) has pointed out that piecewise linear interpolated kernel density estimators on a sufficiently fine grid can be visually indistinguishable from the true density. A simple device, the kernel polygon, is proposed for eliminating the evaluation of the normalisation constant of the estimator while retaining its property of being a density function as well as providing practical advantages. The class of uniform and linear kernels of the kernel polygons is given. Finally, we present a simulation study and a real data example in which we compare bandwidth selectors for the kernel polygons.
Key Words: Edge frequency polygon; Frequency polygon; Integrated mean squared error; Kernel density estimator; Smoothing
Received January 2005. Revised July 2005.