How many bins should be put in a regular histogram
Lucien Birgé, Yves Rozenholc (2006)
ESAIM: Probability and Statistics
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Given an -sample from some unknown density on , it is easy to construct an histogram of the data based on some given partition of , but not so much is known about an optimal choice of the partition, especially when the data set is not large, even if one restricts to partitions into intervals of equal length. Existing methods are either rules of thumbs or based on asymptotic considerations and often involve some smoothness properties of . Our purpose in this paper is to give an automatic,...