Abstract
This paper is focused on two kernel relative density estimators in a two-sample problem. An asymptotic expression for the mean integrated squared error of these estimators is found and, based on it, two solve- the-equation plug-in bandwidth selectors are proposed. In order to examine their practical performance a simulation study and a practical application to a medical dataset are carried out.
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Molanes-López, E.M., Cao, R. Plug-in bandwidth selector for the kernel relative density estimator. AISM 60, 273–300 (2008). https://doi.org/10.1007/s10463-006-0108-y
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DOI: https://doi.org/10.1007/s10463-006-0108-y