MATH5714M, Section 3.3: The optimal bandwidth for kernel density estimators.
Channel: Jochen Voss
Date: 2021-10-13

This video is part of the MATH5714M Linear Regression, Robustness and Smoothing module, as taught at the University of Leeds in 2021.

Here we consider the choice of bandwidth in a kernel density estimator.

notes: https://seehuhn.github.io/MATH5714M/X03-Var.html#optimal-bandwidth