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