Bandwidth Selection for Recursive Kernel Density Estimators Defined by Stochastic Approximation Method

Table 1

𝑋⇝𝒩(0,1).

		𝑛=50				𝑛=100
		Rosenblatt		Recursive		Rosenblatt		Recursive
	Ref.	Mean	sd	Mean	sd	Mean	sd	Mean	sd
𝐼1	0.2821	0.2780	0.0357	0.2864	0.0358	0.2788	0.0255	0.2866	0.0257
𝐼2	0.0612	0.0994	0.2744	0.0690	0.1697	0.0749	0.1908	0.0575	0.1078
ℎ𝑛		0.4801	0.1435	0.4408	0.1399	0.4347	0.1169	0.3894	0.1197
MISE^∗		0.0801	0.0288	0.0746	0.0280	0.0649	0.0203	0.0621	0.0195