Plug-in bandwidth selectors for kernel CDF estimation using Altman and Leger's approach.
a character string giving a rule to choose the pilot bandwidth to estimate E(f''(x)). There are 6 choices: The default, “ucv”, implement unbiased cross-validation, “nrd0” is the Silverman's rule of thumb, “nrd” is the Scott's method (1992), “bcv” is the biased cross-validation, “sj” is the method of Sheather and Jones (1991), “onestage” is the one-stage method by Wand and Jones.
bw.CDF implements a rule-of-thumb for choosing the bandwidth of a Gaussian kernel CDF estimator.
A bandwidth on a scale suitable for the
bw argument of
X.F. Wang email@example.com
Altman, N., and Leger, C. (1995). Bandwidth selection for kernel distribution function estimation. Journal of Statistical Planning and Inference, 46, 195-214.
Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley.
Sheather, S. J. and Jones, M. C. (1991). A reliable data-based bandwidth selection method for kernel density estimation. Journal of Royal Statistical Society Series B, 53, 683-690.
Silverman, B. W. (1986) Density Estimation. London: Chapman and Hall.
Wand, M.P. and Jones, M.C. (1995) Kernel Smoothing. New York: Chapmon and Hall.
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