3 | Nonparametric Density Estimation |
3.1 | Motivation and Derivation |
3.2 | Statistical Properties |
3.2.1 | Bias |
3.2.2 | Variance |
3.2.3 | Mean Squared Error |
3.2.4 | Mean Integrated Squared Error |
3.3 | Smoothing Parameter Selection |
3.4 | Choosing the Kernel |
3.5 | Confidence Intervals and Confidence Bands |
3.6 | Multivariate Kernel Density Estimation |