Adapting the classical kernel density estimator to data
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Publication:1896131
DOI10.1016/0167-9473(90)90117-ZzbMath0825.62440MaRDI QIDQ1896131
Publication date: 17 August 1995
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
cross-validationkernel density estimatorsmoothing parametermean integrated square errorKullback-Leibler risk function
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