Multivariate kernel density estimation: Difference between revisions

Revision as of 20:26, 27 March 2017

Revision as of 15:09, 4 July 2017

Line 56:

: <math>\bold{H}_{\operatorname{AMISE}} = \operatorname{argmin}_{\bold{H} \in F} \, \operatorname{AMISE} (\bold{H}).</math>

Since this ideal selector contains the unknown density function ''ƒ'', it cannot be used directly. The many different varieties of data-based bandwidth selectors arise from the different estimators of the AMISE. We concentrate on two classes of selectors which have been shown to be the most widely applicable in practisepractice: smoothed cross validation and plug-in selectors.

===Plug-in===