Optimal Bandwidth Selection for Kernel Density Functionals Estimation

Figure 5

MSE of in terms of the choice of pilot bandwidth for ; “1-ROT(L)” means ; “2-ROT(d)” means ; “3-UCV(d)” means ; “4-BCV(d)” means ; “5-DPI(d)” means .

(a) Cauchy

(b) Pareto

(c) Normal

(d) Mix-Normal I

(e) Mix-Normal II