3 Nonparametric Density Estimation
3.1 Motivation and Derivation
3.1.1 Introduction
3.1.2 Derivation
3.1.3 Varying the Bandwidth
3.1.4 Varying the Kernel Function
3.1.5 Kernel Density Estimation as a Sum of Bumps
3.2 Statistical Properties
3.3 Smoothing Parameter Selection
3.4 Choosing the Kernel
3.5 Confidence Intervals and Confidence Bands
3.6 Multivariate Kernel Density Estimation