where K 0 (·) is a kernel function, is the bandwidth, n is the sample size, and x i is the i th observation. The KERNEL option provides three kernel functions (K 0): normal, quadratic, and triangular.

The performance of multivariate kernel density estimates depends crucially on the choice of bandwidth matrix, but progress towards developing good bandwidth matrix selectors has been relatively slow.

This is a preview. Log in through your library . Abstract A class of data-based bandwidth selection procedures for kernel density estimation is investigated. These ...

Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed data, ...