Plug-In Bandwidth Selector for the Kernel Relative Density Estimator Articles
- June 2008
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- This paper is focused on two kernel relative density estimators in a two-sample problem. An asymptotic expression for the mean integrated squared error of these estimators is found and, based on it, two solve- the-equation plug-in bandwidth selectors are proposed. In order to examine their practical performance a simulation study and a practical application to a medical dataset are carried out.