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Apr 13, 2017 at 12:44 history edited CommunityBot
replaced http://stats.stackexchange.com/ with https://stats.stackexchange.com/
May 2, 2015 at 6:09 history edited Danica
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May 27, 2012 at 14:29 history edited user10525
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May 27, 2012 at 9:23 comment added user10525 You have to select the criterion you want to minimise/maximise and the find the optimal bandwidth. An alternative is using automatic nonparametric estimation, such as the one proposed here. The R packages LogConcDEAD and logcondens might be of interest if you find this approach appealing.
May 27, 2012 at 9:17 history asked Julian CC BY-SA 3.0