A Brief Survey of Bandwidth Selection for Density Estimation
综述了核密度估计中基于数据的带宽选择方法，重点介绍了优于传统方法的第二代技术，并向非专家推荐了最可靠的求解方程插件带宽选择器。
Abstract There has been major progress in recent years in data-based bandwidth selection for kernel density estimation. Some “second generation” methods, including plug-in and smoothed bootstrap techniques, have been developed that are far superior to well-known “first generation” methods, such as rules of thumb, least squares cross-validation, and biased cross-validation. We recommend a “solve-the-equation” plug-in bandwidth selector as being most reliable in terms of overall performance. This article is intended to provide easy accessibility to the main ideas for nonexperts.