Selecting Bandwidth for Kernel Density Estimator with Minimum Distance Method
Get number order matrix which is used in md
Calculating estimated density value on some x with bandwidth h
Get estimated values of kernel density estimator on domain
Kernel function
md selects bandwidth for kernel density estimator with minimum distanc...
Get number order matrix which is used in md
Calculating Scheffe sets
Auxiliary function which is used in md
Get number order vector which is used in md
Get number order matrix which is used in md
Get 0-1 vector which is used for calculating empirical measure
Calculating delta
Selects bandwidth for the kernel density estimator with minimum distance method as proposed by Devroye and Lugosi (1996). The minimum distance method directly selects the optimal kernel density estimator from countably infinite kernel density estimators and indirectly selects the optimal bandwidth. This package selects the optimal bandwidth from finite kernel density estimators.