Wu, Tiee-Jian; Chen, Ching-Fu; Chen, Huang-Yu - In: Statistics & Probability Letters 77 (2007) 4, pp. 462-467
Based on a random sample of size n from an unknown d-dimensional density f, the problem of selecting the variable (or adaptive) bandwidth in kernel estimation of f is investigated. The common strategy is to express the variable bandwidth at each observation as the product of a local bandwidth...