[S] bandwidths in 2 dimensions

Fri, 13 Nov 1998 13:12:12 -0500

I am looking for a method to do bandwidth selection for kernel
density estimators for bivariate data, maybe something analogous to
cross-validation. Also, does somebody already have a function written
that does this? A function written in either Splus or in Fortran would
be perfect. By the way, my data is highly non-normal, with multiple peaks,
and I will need to use two bandwidths for the x and the y axis.


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