Chan, Ngai-Hang; Lee, Thomas C.M.; Peng, Liang - In: Computational Statistics & Data Analysis 54 (2010) 2, pp. 509-515
Bandwidth selection has been an important topic in nonparametric density estimation. In this paper an effective method for local bandwidth selection is proposed. For local bandwidth selection, due to data sparsity and other reasons, extremely small bandwidths are sometimes selected, which lead...