 Epanechnikov kernel

The Epanechnikov kernel for density estimation is a nonnegative symmetric truncated parabola with integral one, ${\mu }_2(K_E)=1/5$, and $R(K_E)=3/5$. It has the smallest optimized asymptotic mean integrated squared error among nonnegative second-order density kernels, up to rescaling. Its canonical kernel has scale $15^{1/5}$ and support $[-15^{1/5},15^{1/5}]$.