Biased Cross-Validation for Bandwidth Selection

Usage

bcv(x, nb=1000, lower, upper)

Arguments

x a numeric vector
nb number of bins to use.
lower, Range over which to minimize. The default is almost always satisfactory.

Description

Uses biased cross-validation to select the bandwidth of a Gaussian kernel density estimator.

Value

a bandwidth

References

Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley.

See Also

ucv, width.SJ, density


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