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.

We prove, under mild conditions, the existence of a minimizer of the exact mean integrated square error of a kernel density estimator as a function of the bandwidth ...

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, ...

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