The performance of multivariate kernel density estimates depends crucially on the choice of bandwidth matrix, but progress towards developing good bandwidth matrix selectors has been relatively slow.

To select a proper bandwidth is a critical step in kernel density estimation. It is well known that the bandwidth selected by cross-validation has a large variability. This difficulty limits the ...

Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed data, ...