Density estimation is a fundamental component in statistical analysis, aiming to infer the probability distribution of a random variable from a finite sample without imposing restrictive parametric ...
We explore an $L_{2}$ modification of an $L_{1}-\text{based}$ method for automatic bandwidth selection for kernel density estimation called the double kernel method ...
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In this paper we show how one canimplement in practice the bandwidth selection in deconvolution recursive kernel estimators of a probability density function defined by the stochastic approximation ...