This book focuses on nonparametric techniques, which offer greater flexibility in modelling than their parametric counterparts. The book begins by introducing kernel techniques to estimate data density. The smoothing performance of a kernel estimator is determined by a bandwidth. Amongst many bandwidth selection methods, the authors describe rules of thumb, the plug-in method and cross-validation. Although the authors have mentioned multivariate density estimation, they do not discuss how to select bandwidth for multivariate data in any great detail.
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