Indirect Cross-Validation (ICV) for Kernel Density Estimation
The ICV rescaling constant.
The ICV bandwidth.
The ISE-optimal bandwidth in the case when the true density is the spe...
The ICV function.
The ISE function in the case when the underlying density is the specif...
Computing the kernel density estimate based on the ICV bandwidth.
The ICV selection kernel.
The local ICV function.
The MISE function in the case when the true density is the specified m...
Generating a random sample from the specified mixture of normal distri...
Functions for computing the global and local Gaussian density estimates based on the ICV bandwidth. See the article of Savchuk, O.Y., Hart, J.D., Sheather, S.J. (2010). Indirect cross-validation for density estimation. Journal of the American Statistical Association, 105(489), 415-423 <doi:10.1198/jasa.2010.tm08532>.