Srihera, Ramidha; Stute, Winfried - In: Statistics & Probability Letters 81 (2011) 5, pp. 571-579
We propose and study a kernel estimator of a density in which the kernel is adapted to the data but not fixed. The smoothing procedure is followed by a location-scale transformation to reduce bias and variance. The new method naturally leads to an adaptive choice of the smoothing parameters...