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2010 Dec 09
1
Bivariate kernel density bandwidth selection
I've been trying to implement bivariate kernel density estimation. For data
like mine, function "kde" from package "ks" with bandwidth matrix derived by
function "Hscv" seems like a very good choice. Unfortunately, Hscv seems
unmanageably slow except for very small sample sizes (up to a few hundred)
and my sample sizes are quite large (up to a few thousand).