ON THE ACCURACY OF BINNED KERNEL DENSITY ESTIMATORS

The accuracy of the binned kernel density estimator is studied for gen eral binning rules. We derive mean squared error results for the close ness of this estimator to both the true density and the unbinned kerne l estimator. The binning rule and smoothness of the kernel function ar e shown to influence the accuracy of the binned kernel estimators. Our results are used to compare commonly used binning rules, and to deter mine the minimum grid size required to obtain a given level of accurac y. (C) 1996 Academic Press,Inc.