Plug-in approach of Sheater and Jones estimation bandwidth
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Maximiliano Barbosa 2022 年 10 月 4 日
Hi, there is some algorithm that has the "Plug-in approach of Sheater and Jones estimation bandwidth 1991" instead using the "optimal bandwidth for the normal distribution" . I ask that because my data is bimodal distribution and I need estimate the bandwidth of the kernel estimated with the Sheater and Jones method.
Furthermore, the MATLAB [f,xi] = ksdensity(x) function says:
" The default is optimal for estimating normal densities , but you might want to choose a larger or smaller value to smooth more or less "
I have MATLAB 2020B, and there some toolbox wich could help me?
Thank you in advance
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