Optimal Bandwidth Selection for Kernel Density Functionals Estimation

Figure 1

The MSE of when underlying distribution is Normal with mean (a), (b) and standard deviation . The blue curve is the MSE() versus the bandwidth . The boxplot of is based on the 100 sets of simulated samples of size from Normal distribution with mean and standard deviation . The red vertical line represents if is Normal with known mean 0 and variance .

(a)

(b)