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kde silverman bandwidth for non-gaussian kernels #1243

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josef-pkt opened this Issue Dec 17, 2013 · 2 comments

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commented Dec 17, 2013

Bruce Hansen has the constant factor and formula for Silverman's rule of thumb for non-gaussian kernels in his lecture notes.

Do we have these? we should add it.

http://www.ssc.wisc.edu/~bhansen/718/NonParametrics1.pdf

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commented Dec 17, 2013

On Tue, Dec 17, 2013 at 5:43 AM, Josef Perktold notifications@github.comwrote:

Bruce Hansen has the constant factor and formula for Silverman's rule of
thumb for non-gaussian kernels in his lecture notes.

Do we have these? we should add it.

Looks useful. I haven't seen those before, pretty sure they're not in
statsmodels now.

Ralf

http://www.ssc.wisc.edu/~bhansen/718/NonParametrics1.pdf


Reply to this email directly or view it on GitHubhttps://github.com//issues/1243
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josef-pkt added a commit that referenced this issue Dec 30, 2013

Merge pull request #1271 from Padarn/silverman_enhancement
Silverman kernel bandwidth enhancement - Issue #1243
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commented Aug 19, 2014

contributed by @Padarn in #1271

@josef-pkt josef-pkt closed this Aug 19, 2014

PierreBdR pushed a commit to PierreBdR/statsmodels that referenced this issue Sep 2, 2014

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