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Even for a well-trained statistician the construction of a histogram
for a given real-valued data set is a difficult problem. It is even
more difficult to construct a fully automatic procedure which
specifies the number and widths of the bins in a satisfactory manner
for a wide range of data sets. In this paper we compare several
histogram construction procedures by means of a simulation
study. The study includes plug-in methods, cross-validation,
penalized maximum
likelihood and the taut string...
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