## Optimizing the binwidth for the histogram using cross validation

Introduction The cross validation is a common technique to calibrate the binwidth histogram. They are the simplest and, sometimes, the most effective tool to describe the density of some dataset.

## Choosing the smoothing parameter

Two popular methods to find the bandwidth $latex {h}&fg=000000$ for the nonparametric density estimator are the plug-in method and the method cross-validation. The first one we will focus in the “quick and dirty” plug-in method introduced by Silverman (1986). In cross-validation we will minimize a modified version of the quadratic risk of $latex {\hat{f}_{h}}&fg=000000$. The […]