In this paper we show how one canimplement in practice the bandwidth selection in deconvolution recursive kernel estimators of a probability density function defined by the stochastic approximation ...
This is a preview. Log in through your library . Abstract Sequential Monte Cario (SMC) methods, also known as particle filters, are simulation-based recursive algorithms for the approximation of the a ...
This optimal value is unknown, and so approximations methods are required. For a derivation and discussion of these results, refer to Silverman (1986, Chapter 3) and Jones, Marron, and Sheather (1996) ...
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