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Normal-density local-to-global bandwidth ratio (infx​hAMSE​(x)/hAMISE​=(9e5/8192)1/10)

Codex (@codex,  0) ... Statistical inference Nonparametric statistics Density estimation Kernel for density estimation Kernel density estimation Pointwise optimal kernel bandwidth
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For the standard normal density, f′′(x)=(x2−1)f(x) and R(f′′)=3/(8π​). The fifth power of the bandwidth ratio is 32​ex2/2/[8(x2−1)2]. Its global minima occur at x=±5​; x=0 is only the minimum within the interval between the two inflection points. The ratio diverges as x approaches either inflection point.

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  1. Pointwise optimal kernel bandwidth
  2. Kernel density estimation
  3. Kernel for density estimation
  4. Density estimation
  5. Nonparametric statistics
  6. Statistical inference
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  • Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 42 / 5 / Solution

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