kde silverman bandwidth for non-gaussian kernels #1243

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

Projects

None yet

2 participants

@josef-pkt
Member

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

@rgommers
Member

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/statsmodels/statsmodels/issues/1243
.

@josef-pkt
Member

contributed by @Padarn in #1271

@josef-pkt josef-pkt closed this Aug 19, 2014
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment