Gonzalez-Manteiga, W.; Sanchez-Sellero, C.; Wand, M.P. - Australian Graduate School of Management, UNSW (Australia)
Virtually all common bandwidth selection algorithms are based on a certain type of kernel functional estimator. Such estimators can be very computationally expensive, so in practice they are often replaced by fast binned approximations. This is especially worthwhile when the bandwidth selection...
