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

Table 2

𝑋⇝ℰ(1/2).

		𝑛=50				𝑛=100
		Rosenblatt		Recursive		Rosenblatt		Recursive
	Ref.	Mean	sd	Mean	sd	Mean	sd	Mean	sd
𝐼1	0.25	0.1930	0.0331	0.1768	0.0303	0.1957	0.0232	0.1839	0.0221
𝐼2	0.0078	0.0353	0.0598	0.0196	0.0327	0.0369	0.0336	0.0206	0.0199
ℎ𝑛		0.5825	0.1203	0.5049	0.0989	0.4611	0.0598	0.4032	0.0525
MISE^∗		0.0435	0.0166	0.0381	0.0144	0.0407	0.0100	0.0363	0.0091