You increase your sample from n 1000 to n 2000. For univariate density estimation, how

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You increase your sample from n Æ 1000 to n Æ 2000. For univariate density estimation, how does the AIMSE-optimal bandwidth change? If the sample increases fromn Æ 1000 to n Æ 10,000?

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Probability And Statistics For Economists

ISBN: 9780691235943

1st Edition

Authors: Bruce Hansen

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Question Posted: Sep 23, 2024 08:00 AM

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You increase your sample from n 1000 to n 2000. For univariate density estimation, how does the AIMSE-optimal bandwidth change? If the sample increases fromn 1000 to n 10,000?
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You increase your sample from n 1000 to n 2000. For univariate density estimation, how

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Probability And Statistics For Economists

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